+652.8%
GS vs FIVN
+115.6%
+537.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.4% |
| 7D | +0.9% | -2.3% | +3.2% | +1.2% |
| 30D | -1.6% | +12.4% | -14.0% | -3.5% |
| 3M | -4.5% | +36.0% | -40.5% | -9.2% |
| 6M | +20.9% | +86.0% | -65.1% | +8.6% |
| YTD | +19.9% | +65.9% | -46.0% | +9.1% |
| 1Y | +41.4% | +26.5% | +14.9% | +33.4% |
| 3Y | +239.2% | -54.2% | +293.4% | +254.8% |
| 5Y | +185.0% | -80.5% | +265.5% | +217.5% |
| All | +652.8% | +115.6% | +537.2% | +504.0% |
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 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