+104.5%
FTNT vs GFI
+45.3%
+59.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.1% |
| 7D | -5.8% | +3.1% | -9.0% | -6.0% |
| 30D | -4.8% | +27.1% | -31.9% | -6.1% |
| 3M | +4.4% | +21.2% | -16.7% | +3.0% |
| 6M | +88.8% | -4.5% | +93.3% | +89.0% |
| YTD | +96.8% | +11.7% | +85.1% | +90.5% |
| 1Y | +104.5% | +46.0% | +58.4% | +75.1% |
| All | +104.5% | +45.3% | +59.2% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling