+205.6%
GLD vs FIVN
+92.2%
+113.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.8% |
| 7D | -5.5% | -17.4% | +11.9% | -5.2% |
| 30D | -7.0% | -20.4% | +13.4% | -6.7% |
| 3M | -12.4% | -9.6% | -2.7% | -12.3% |
| 6M | -18.0% | +34.7% | -52.7% | -18.5% |
| YTD | -10.5% | +40.6% | -51.0% | -11.2% |
| 1Y | -8.1% | +34.3% | -42.4% | -8.8% |
| 3Y | +97.7% | -55.5% | +153.2% | +100.1% |
| 5Y | +103.4% | -82.5% | +185.9% | +108.8% |
| All | +205.6% | +92.2% | +113.5% | +209.4% |
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