+151.5%
GGLL vs FIVN
-55.4%
+206.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -17.6% | +19.0% | +5.4% |
| 7D | +3.1% | -22.6% | +25.7% | +8.8% |
| 30D | -36.3% | -16.8% | -19.6% | -34.1% |
| 3M | -40.4% | -0.9% | -39.5% | -41.5% |
| 6M | -54.6% | +28.4% | -83.0% | -58.6% |
| YTD | -31.1% | +40.2% | -71.4% | -40.2% |
| 1Y | -19.2% | +30.5% | -49.7% | -28.5% |
| 3Y | +151.5% | -56.2% | +207.8% | +164.9% |
| All | +151.5% | -55.4% | +206.9% | +164.9% |
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