+7,050.4%
FTNT vs GD
+670.0%
+6,380.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.7% |
| 7D | -12.7% | -5.0% | -7.7% | -10.4% |
| 30D | -37.2% | +8.9% | -46.1% | -40.4% |
| 3M | -25.8% | -8.0% | -17.7% | -23.2% |
| 6M | +32.1% | +2.9% | +29.2% | +28.2% |
| YTD | +49.7% | +7.1% | +42.6% | +40.9% |
| 1Y | +47.6% | +5.9% | +41.6% | +39.6% |
| 3Y | +137.2% | +53.9% | +83.3% | +80.4% |
| 5Y | +74.2% | +95.4% | -21.3% | +15.0% |
| 10Y | +1,824.2% | +193.5% | +1,630.7% | +844.6% |
| All | +7,050.4% | +670.0% | +6,380.5% | +1,822.0% |
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 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