+105.0%
GLDM vs FIVN
-55.4%
+160.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -17.6% | +16.8% | -0.7% |
| 7D | +4.7% | -22.6% | +27.3% | +4.8% |
| 30D | -0.9% | -16.8% | +15.9% | -0.8% |
| 3M | -4.3% | -0.9% | -3.4% | -4.2% |
| 6M | -13.4% | +28.4% | -41.8% | -13.1% |
| YTD | -5.8% | +40.2% | -46.1% | -5.4% |
| 1Y | +2.1% | +30.5% | -28.5% | +2.6% |
| 3Y | +105.0% | -56.2% | +161.2% | +111.3% |
| All | +105.0% | -55.4% | +160.4% | +111.3% |
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