+92.9%
FTNT vs GAP
-7.6%
+100.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.6% | -1.6% |
| 7D | -0.1% | -4.1% | +4.0% | -0.3% |
| 30D | -3.0% | +6.2% | -9.2% | -2.8% |
| 3M | +7.6% | -0.7% | +8.3% | +7.6% |
| 6M | +87.0% | -7.1% | +94.1% | +84.2% |
| YTD | +96.5% | -14.1% | +110.6% | +95.1% |
| 1Y | +92.9% | -8.5% | +101.4% | +87.3% |
| All | +92.9% | -7.6% | +100.6% | +87.3% |
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