+223.9%
GLD vs FIVN
+318.5%
-94.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.8% |
| 7D | -0.5% | -2.3% | +1.8% | -0.5% |
| 30D | +4.4% | +12.4% | -8.0% | +4.3% |
| 3M | -1.1% | +36.0% | -37.1% | -1.4% |
| 6M | -13.8% | +86.0% | -99.8% | -14.4% |
| YTD | +2.6% | +65.9% | -63.3% | +2.0% |
| 1Y | +24.5% | +26.5% | -2.0% | +24.1% |
| 3Y | +125.8% | -54.2% | +180.1% | +127.5% |
| 5Y | +137.8% | -80.5% | +218.2% | +140.3% |
| 10Y | +221.4% | +109.6% | +111.7% | +231.2% |
| All | +223.9% | +318.5% | -94.6% | +233.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling