+140.5%
FTNT vs GFS
-3.9%
+144.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | -2.7% | +2.6% | -5.3% | -3.4% |
| 30D | -1.4% | -16.4% | +15.0% | +3.5% |
| 3M | +10.1% | -41.6% | +51.7% | +26.7% |
| 6M | +88.2% | -3.7% | +91.9% | +80.7% |
| YTD | +98.3% | +29.3% | +69.0% | +69.5% |
| 1Y | +96.0% | +37.1% | +58.8% | +62.9% |
| 3Y | +145.8% | -22.1% | +167.9% | +136.3% |
| All | +140.5% | -3.9% | +144.4% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling