+109.1%
GLD vs FIVN
-55.1%
+164.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.9% |
| 7D | +4.9% | -19.3% | +24.2% | +5.0% |
| 30D | -1.3% | -20.7% | +19.4% | -1.2% |
| 3M | -4.8% | -15.1% | +10.3% | -4.6% |
| 6M | -12.5% | +30.6% | -43.1% | -12.2% |
| YTD | -4.2% | +44.0% | -48.2% | -3.8% |
| 1Y | +3.0% | +45.5% | -42.5% | +3.5% |
| 3Y | +109.1% | -52.8% | +161.9% | +116.5% |
| All | +109.1% | -55.1% | +164.3% | +116.5% |
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