+290.5%
GME vs FIVN
+118.5%
+171.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.4% | +3.5% |
| 7D | +10.4% | -7.8% | +18.2% | +11.9% |
| 30D | +14.1% | -1.7% | +15.8% | +14.2% |
| 3M | -4.6% | +47.2% | -51.8% | -12.3% |
| 6M | -13.5% | +82.7% | -96.2% | -24.9% |
| YTD | +5.3% | +52.9% | -47.6% | -5.9% |
| 1Y | -14.9% | +17.5% | -32.4% | -20.5% |
| 3Y | +24.3% | -55.8% | +80.1% | +35.1% |
| 5Y | -55.6% | -82.3% | +26.8% | -51.8% |
| All | +290.5% | +118.5% | +171.9% | +268.6% |
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