-54.6%
GTLB vs FIVN
-80.2%
+25.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.1% | +0.8% | -1.5% |
| 7D | +4.6% | -8.2% | +12.8% | +10.2% |
| 30D | +21.0% | -8.1% | +29.1% | +27.3% |
| 3M | +51.7% | +34.9% | +16.8% | +22.7% |
| 6M | +89.3% | +72.6% | +16.6% | +27.4% |
| YTD | +25.6% | +55.8% | -30.1% | -11.1% |
| 1Y | -1.5% | +17.1% | -18.7% | -17.7% |
| 3Y | -9.9% | -54.3% | +44.4% | +30.7% |
| All | -54.6% | -80.2% | +25.6% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling