+165.5%
GGLL vs FIVN
-56.5%
+222.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.4% |
| 7D | +7.7% | -2.8% | +10.5% | +8.4% |
| 30D | -30.2% | -17.4% | -12.8% | -27.6% |
| 3M | -31.3% | -19.2% | -12.1% | -28.8% |
| 6M | -52.1% | +29.4% | -81.4% | -56.4% |
| YTD | -25.9% | +36.3% | -62.1% | -35.1% |
| 1Y | -8.5% | +33.5% | -41.9% | -19.7% |
| 3Y | +165.5% | -56.8% | +222.4% | +192.9% |
| All | +165.5% | -56.5% | +222.0% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FIVN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling