+9,290.5%
FTNT vs GFI
+403.8%
+8,886.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.5% |
| 3M | +7.6% | +25.6% | -18.0% | +6.2% |
| 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% | +89.4% |
| 3Y | +139.8% | +289.2% | -149.3% | +119.8% |
| 5Y | +151.3% | +531.7% | -380.3% | +121.2% |
| 10Y | +2,082.2% | +1,043.8% | +1,038.4% | +1,756.2% |
| All | +9,290.5% | +403.8% | +8,886.6% | +8,714.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling