+142.7%
GME vs FIVN
+292.8%
-150.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.1% | +4.7% | -0.5% |
| 7D | +0.4% | -8.2% | +8.7% | +1.7% |
| 30D | -1.4% | -8.1% | +6.7% | -0.3% |
| 3M | -15.1% | +34.9% | -50.0% | -19.8% |
| 6M | -22.5% | +72.6% | -95.1% | -30.4% |
| YTD | -5.9% | +55.8% | -61.7% | -14.6% |
| 1Y | -18.6% | +17.1% | -35.8% | -23.1% |
| 3Y | +6.7% | -54.3% | +61.0% | +13.5% |
| 5Y | -62.0% | -81.6% | +19.6% | -58.8% |
| 10Y | +239.5% | +109.2% | +130.3% | +215.9% |
| All | +142.7% | +292.8% | -150.1% | +114.2% |
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 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