+89.8%
FTNT vs GD
+99.6%
-9.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +7.1% | +2.7% | +4.4% | +6.0% |
| 30D | -30.9% | +8.6% | -39.5% | -33.5% |
| 3M | -23.1% | -7.1% | -16.0% | -21.1% |
| 6M | +8.1% | +7.5% | +0.6% | +3.8% |
| YTD | +60.2% | +9.9% | +50.3% | +50.8% |
| 1Y | +57.0% | +7.6% | +49.5% | +49.3% |
| 3Y | +152.9% | +56.2% | +96.7% | +93.7% |
| All | +89.8% | +99.6% | -9.8% | +20.7% |
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