-58.4%
GME vs FIVN
-82.2%
+23.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.4% | +3.3% |
| 7D | +10.4% | -7.8% | +18.2% | +13.3% |
| 30D | +14.1% | -1.7% | +15.8% | +14.2% |
| 3M | -4.6% | +47.2% | -51.8% | -19.1% |
| 6M | -13.5% | +82.7% | -96.2% | -34.8% |
| YTD | +5.3% | +52.9% | -47.6% | -16.2% |
| 1Y | -14.9% | +17.5% | -32.4% | -25.5% |
| 3Y | +24.3% | -55.8% | +80.1% | +57.9% |
| All | -58.4% | -82.2% | +23.8% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling