+213.1%
GLD vs FIVN
+115.6%
+97.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -3.4% | -11.3% | +7.9% | -3.2% |
| 30D | -1.1% | -7.3% | +6.1% | -1.0% |
| 3M | +5.8% | +41.7% | -35.9% | +5.2% |
| 6M | -17.1% | +78.3% | -95.3% | -18.0% |
| YTD | 0.0% | +50.9% | -50.9% | -0.9% |
| 1Y | +18.2% | +19.7% | -1.4% | +17.6% |
| 3Y | +122.6% | -55.7% | +178.3% | +125.3% |
| 5Y | +137.1% | -82.6% | +219.7% | +143.0% |
| All | +213.1% | +115.6% | +97.5% | +224.4% |
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