+1,868.3%
FTNT vs GD
+180.8%
+1,687.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.3% |
| 7D | -3.5% | -1.9% | -1.7% | -2.7% |
| 30D | -36.5% | +10.9% | -47.5% | -39.8% |
| 3M | -24.7% | -6.8% | -18.0% | -22.9% |
| 6M | +8.3% | +7.0% | +1.3% | +3.8% |
| YTD | +55.6% | +11.1% | +44.5% | +45.3% |
| 1Y | +50.2% | +7.0% | +43.1% | +42.7% |
| 3Y | +143.2% | +59.9% | +83.2% | +87.2% |
| 5Y | +85.5% | +102.5% | -17.0% | +26.3% |
| 10Y | +1,868.3% | +174.0% | +1,694.3% | +1,065.2% |
| All | +1,868.3% | +180.8% | +1,687.5% | +1,065.2% |
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