+198.8%
GS vs FIVN
-55.1%
+253.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.5% |
| 7D | +5.1% | -17.4% | +22.6% | +7.6% |
| 30D | +2.4% | -20.4% | +22.8% | +5.3% |
| 3M | -11.5% | -9.6% | -1.8% | -11.0% |
| 6M | -2.5% | +34.7% | -37.2% | -8.8% |
| YTD | +5.5% | +40.6% | -35.1% | -3.5% |
| 1Y | +11.0% | +34.3% | -23.3% | +2.4% |
| All | +198.8% | -55.1% | +253.9% | +206.0% |
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