+1,910.4%
FTNT vs GAP
+1.5%
+1,908.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.7% |
| 7D | +7.1% | -1.9% | +9.0% | +7.3% |
| 30D | -30.9% | -7.1% | -23.8% | -30.3% |
| 3M | -23.1% | +4.1% | -27.2% | -24.0% |
| 6M | +8.1% | +1.9% | +6.2% | +6.4% |
| YTD | +60.2% | -15.2% | +75.4% | +60.8% |
| 1Y | +57.0% | -10.6% | +67.6% | +56.1% |
| 3Y | +152.9% | +74.6% | +78.3% | +115.1% |
| 5Y | +85.9% | +3.7% | +82.2% | +62.7% |
| All | +1,910.4% | +1.5% | +1,908.9% | +1,485.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling