+216.8%
GLDM vs FIVN
-19.1%
+235.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.2% | -2.6% |
| 7D | +2.9% | -22.4% | +25.3% | +3.3% |
| 30D | -3.9% | -23.8% | +19.9% | -3.5% |
| 3M | -8.1% | -19.5% | +11.4% | -7.8% |
| 6M | -14.7% | +25.6% | -40.3% | -15.1% |
| YTD | -6.6% | +38.4% | -45.0% | -7.4% |
| 1Y | -2.1% | +33.7% | -35.7% | -2.8% |
| 3Y | +107.7% | -56.2% | +163.9% | +110.6% |
| 5Y | +116.5% | -82.9% | +199.4% | +123.3% |
| All | +216.8% | -19.1% | +235.9% | +219.9% |
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 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