+185.8%
GS vs FIVN
-55.4%
+241.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -17.6% | +17.3% | +2.1% |
| 7D | -3.2% | -22.6% | +19.4% | 0.0% |
| 30D | -2.4% | -16.8% | +14.3% | -0.3% |
| 3M | -15.7% | -0.9% | -14.9% | -16.7% |
| 6M | -6.8% | +28.4% | -35.2% | -12.1% |
| YTD | -0.1% | +40.2% | -40.3% | -8.6% |
| 1Y | +12.1% | +30.5% | -18.5% | +3.9% |
| 3Y | +185.8% | -56.2% | +242.0% | +192.1% |
| All | +185.8% | -55.4% | +241.1% | +192.1% |
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