+16.9%
GME vs FIVN
-55.7%
+72.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.8% | +8.0% | +5.9% |
| 7D | +4.8% | -9.6% | +14.4% | +7.2% |
| 30D | +5.9% | -11.9% | +17.8% | +8.6% |
| 3M | -10.7% | +40.1% | -50.8% | -19.5% |
| 6M | -19.8% | +68.3% | -88.1% | -33.1% |
| YTD | -0.9% | +51.5% | -52.4% | -15.6% |
| 1Y | -15.7% | +15.1% | -30.8% | -22.1% |
| All | +16.9% | -55.7% | +72.5% | +63.0% |
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