+162.8%
FTNT vs GFI
+524.1%
-361.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | -0.1% | -4.9% | +4.7% | +0.1% |
| 30D | -3.0% | +10.7% | -13.7% | -3.4% |
| 3M | +7.6% | +25.6% | -18.0% | +6.3% |
| 6M | +87.0% | -8.3% | +95.2% | +86.9% |
| YTD | +96.5% | +6.3% | +90.2% | +94.6% |
| 1Y | +92.9% | +22.1% | +70.9% | +89.3% |
| 3Y | +139.8% | +289.2% | -149.3% | +120.6% |
| All | +162.8% | +524.1% | -361.3% | +134.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling