+1,789.3%
FTNT vs GD
+190.6%
+1,598.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.7% |
| 7D | -12.7% | -5.0% | -7.7% | -10.8% |
| 30D | -37.2% | +8.9% | -46.1% | -40.0% |
| 3M | -25.8% | -8.0% | -17.7% | -23.5% |
| 6M | +32.1% | +2.9% | +29.2% | +28.8% |
| YTD | +49.7% | +7.1% | +42.6% | +42.0% |
| 1Y | +47.6% | +5.9% | +41.6% | +40.6% |
| 3Y | +137.2% | +53.9% | +83.3% | +86.0% |
| 5Y | +74.2% | +95.4% | -21.3% | +20.8% |
| All | +1,789.3% | +190.6% | +1,598.8% | +1,038.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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