+137.2%
FTNT vs GD
+54.3%
+82.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | -12.7% | -5.0% | -7.7% | -11.8% |
| 30D | -37.2% | +8.9% | -46.1% | -38.9% |
| 3M | -25.8% | -8.0% | -17.7% | -24.2% |
| 6M | +32.1% | +2.9% | +29.2% | +30.0% |
| YTD | +49.7% | +7.1% | +42.6% | +44.3% |
| 1Y | +47.6% | +5.9% | +41.6% | +42.8% |
| 3Y | +137.2% | +53.9% | +83.3% | +97.0% |
| All | +137.2% | +54.3% | +82.9% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling