+126.9%
GWRE vs FIVN
+118.5%
+8.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | -13.2% | -7.8% | -5.4% | -10.9% |
| 30D | -18.6% | -1.7% | -16.9% | -17.8% |
| 3M | +18.9% | +47.2% | -28.3% | +5.7% |
| 6M | -11.0% | +82.7% | -93.7% | -26.1% |
| YTD | -29.9% | +52.9% | -82.8% | -39.1% |
| 1Y | -44.3% | +17.5% | -61.8% | -48.4% |
| 3Y | +51.7% | -55.8% | +107.5% | +74.7% |
| 5Y | +15.4% | -82.3% | +97.8% | +63.9% |
| All | +126.9% | +118.5% | +8.3% | +54.1% |
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 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