-25.1%
GWRE vs FIVN
+27.5%
-52.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.9% | -2.4% | -17.5% | -18.8% |
| 7D | -21.1% | -2.3% | -18.8% | -20.0% |
| 30D | +1.3% | +12.4% | -11.1% | -4.3% |
| 3M | +7.4% | +36.0% | -28.6% | -7.5% |
| 6M | +5.6% | +86.0% | -80.4% | -19.9% |
| YTD | -19.2% | +65.9% | -85.1% | -37.4% |
| 1Y | -25.1% | +26.5% | -51.7% | -35.5% |
| All | -25.1% | +27.5% | -52.6% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling