+148.8%
FTNT vs GD
+97.9%
+50.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.7% |
| 7D | -5.8% | -5.3% | -0.6% | -3.7% |
| 30D | -4.8% | -6.4% | +1.7% | -2.1% |
| 3M | +4.4% | +5.7% | -1.3% | +1.5% |
| 6M | +88.8% | -0.9% | +89.7% | +88.6% |
| YTD | +96.8% | +8.2% | +88.7% | +87.3% |
| 1Y | +104.5% | +13.4% | +91.0% | +89.6% |
| 3Y | +156.8% | +68.5% | +88.3% | +87.5% |
| All | +148.8% | +97.9% | +50.9% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling