+221.9%
GM vs FIVN
+282.0%
-60.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -2.0% |
| 7D | -1.1% | -9.6% | +8.5% | +0.2% |
| 30D | -4.6% | -11.9% | +7.3% | -3.2% |
| 3M | +0.2% | +40.1% | -39.9% | -4.7% |
| 6M | +12.6% | +68.3% | -55.7% | +3.1% |
| YTD | +3.7% | +51.5% | -47.8% | -4.2% |
| 1Y | +45.6% | +15.1% | +30.5% | +39.4% |
| 3Y | +162.0% | -55.6% | +217.5% | +176.8% |
| 5Y | +80.5% | -82.4% | +162.9% | +102.4% |
| 10Y | +231.3% | +114.5% | +116.9% | +198.2% |
| All | +221.9% | +282.0% | -60.1% | +182.7% |
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