-54.8%
GTLB vs FIVN
-80.6%
+25.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -1.5% |
| 7D | -5.7% | -7.8% | +2.1% | -0.7% |
| 30D | +15.1% | -1.7% | +16.9% | +16.4% |
| 3M | +65.5% | +47.2% | +18.3% | +26.6% |
| 6M | +102.9% | +82.7% | +20.2% | +31.5% |
| YTD | +25.2% | +52.9% | -27.7% | -10.4% |
| 1Y | -5.5% | +17.5% | -23.0% | -21.1% |
| 3Y | -10.9% | -55.8% | +44.9% | +32.4% |
| All | -54.8% | -80.6% | +25.8% | +10.9% |
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