+663.1%
GLW vs FIVN
+254.6%
+408.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +15.5% | -17.4% | +33.0% | +17.8% |
| 30D | -19.6% | -20.4% | +0.8% | -17.6% |
| 3M | -28.5% | -9.6% | -18.8% | -28.2% |
| 6M | -39.5% | +34.7% | -74.2% | -42.7% |
| YTD | +37.2% | +40.6% | -3.4% | +26.5% |
| 1Y | +35.4% | +34.3% | +1.1% | +25.6% |
| 3Y | +359.7% | -55.5% | +415.2% | +384.9% |
| 5Y | +244.0% | -82.5% | +326.5% | +296.8% |
| 10Y | +556.7% | +93.2% | +463.5% | +432.4% |
| All | +663.1% | +254.6% | +408.6% | +463.9% |
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 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