+51.8%
FTNT vs GAP
+10.4%
+41.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.0% | -7.0% | +1.9% |
| 7D | -25.7% | +8.0% | -33.6% | -24.9% |
| 30D | -29.7% | +2.7% | -32.4% | -29.3% |
| 3M | -23.1% | +16.0% | -39.1% | -21.8% |
| 6M | +45.0% | +2.0% | +43.0% | +45.4% |
| YTD | +62.9% | -4.4% | +67.4% | +63.2% |
| 1Y | +51.8% | +9.2% | +42.6% | +46.9% |
| All | +51.8% | +10.4% | +41.4% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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