+51.8%
FTNT vs GGLL
-11.6%
+63.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.5% | -0.3% |
| 7D | -25.7% | -23.1% | -2.6% | -21.6% |
| 30D | -29.7% | -32.9% | +3.2% | -24.9% |
| 3M | -23.1% | -44.9% | +21.8% | -16.7% |
| 6M | +45.0% | -49.5% | +94.5% | +55.6% |
| YTD | +62.9% | -28.9% | +91.8% | +68.4% |
| 1Y | +51.8% | -12.2% | +64.0% | +53.2% |
| All | +51.8% | -11.6% | +63.4% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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