+388.8%
GH vs FIVN
-26.2%
+414.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.6% |
| 7D | -2.5% | -7.8% | +5.3% | +0.7% |
| 30D | -4.7% | -1.7% | -3.0% | -4.9% |
| 3M | +20.2% | +47.2% | -27.0% | -1.1% |
| 6M | +78.8% | +82.7% | -3.9% | +27.3% |
| YTD | +54.1% | +52.9% | +1.2% | +16.9% |
| 1Y | +177.1% | +17.5% | +159.6% | +133.9% |
| 3Y | +371.6% | -55.8% | +427.4% | +491.4% |
| 5Y | +21.9% | -82.3% | +104.2% | +128.3% |
| All | +388.8% | -26.2% | +414.9% | +317.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling