+9,303.7%
FTNT vs GD
+677.8%
+8,625.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.9% |
| 7D | -5.8% | -5.3% | -0.6% | -3.2% |
| 30D | -4.8% | -6.4% | +1.7% | -1.5% |
| 3M | +4.4% | +5.7% | -1.3% | +1.0% |
| 6M | +88.8% | -0.9% | +89.7% | +88.0% |
| YTD | +96.8% | +8.2% | +88.7% | +86.0% |
| 1Y | +104.5% | +13.4% | +91.0% | +88.0% |
| 3Y | +156.8% | +68.5% | +88.3% | +86.4% |
| 5Y | +144.1% | +97.2% | +46.9% | +61.8% |
| 10Y | +2,021.8% | +190.2% | +1,831.6% | +959.3% |
| All | +9,303.7% | +677.8% | +8,625.9% | +2,436.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling