+139.3%
GS vs FIVN
-81.1%
+220.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -17.6% | +17.3% | +2.2% |
| 7D | -3.2% | -22.6% | +19.4% | +0.2% |
| 30D | -2.4% | -16.8% | +14.3% | -0.2% |
| 3M | -15.7% | -0.9% | -14.9% | -16.7% |
| 6M | -6.8% | +28.4% | -35.2% | -12.2% |
| YTD | -0.1% | +40.2% | -40.3% | -8.7% |
| 1Y | +12.1% | +30.5% | -18.5% | +3.5% |
| 3Y | +185.8% | -56.2% | +242.0% | +201.9% |
| All | +139.3% | -81.1% | +220.5% | +164.1% |
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 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