+92.9%
FTNT vs GFS
+47.5%
+45.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -3.9% | -2.0% |
| 7D | -0.1% | +3.8% | -4.0% | -0.6% |
| 30D | -3.0% | -11.7% | +8.7% | -1.8% |
| 3M | +7.6% | -41.8% | +49.4% | +13.2% |
| 6M | +87.0% | +6.6% | +80.3% | +82.2% |
| YTD | +96.5% | +34.6% | +61.9% | +78.9% |
| 1Y | +92.9% | +46.2% | +46.8% | +72.0% |
| All | +92.9% | +47.5% | +45.4% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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