+9,303.7%
FTNT vs GAP
+66.3%
+9,237.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -5.8% | -4.5% | -1.4% | -5.2% |
| 30D | -4.8% | +9.0% | -13.8% | -6.5% |
| 3M | +4.4% | +5.0% | -0.6% | +3.0% |
| 6M | +88.8% | -17.8% | +106.6% | +92.1% |
| YTD | +96.8% | -10.4% | +107.2% | +96.7% |
| 1Y | +104.5% | -3.4% | +107.8% | +100.7% |
| 3Y | +156.8% | +111.5% | +45.3% | +103.2% |
| 5Y | +144.1% | +8.8% | +135.2% | +108.4% |
| 10Y | +2,021.8% | +32.9% | +1,988.9% | +1,377.4% |
| All | +9,303.7% | +66.3% | +9,237.5% | +5,011.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling