+138.9%
GLD vs FIVN
-81.8%
+220.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.1% | +4.4% | -1.7% |
| 7D | +0.7% | -8.2% | +9.0% | +0.8% |
| 30D | +0.3% | -8.1% | +8.4% | +0.4% |
| 3M | +0.6% | +34.9% | -34.3% | +0.3% |
| 6M | -15.6% | +72.6% | -88.2% | -16.1% |
| YTD | +0.9% | +55.8% | -54.9% | +0.3% |
| 1Y | +19.4% | +17.1% | +2.2% | +19.2% |
| 3Y | +124.5% | -54.3% | +178.8% | +127.7% |
| 5Y | +138.9% | -81.6% | +220.5% | +139.9% |
| All | +138.9% | -81.8% | +220.8% | +139.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling