+153.9%
FTNT vs GGLL
+206.6%
-52.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.6% | +2.8% |
| 7D | -1.0% | +2.9% | -3.9% | -1.6% |
| 30D | -33.6% | -33.1% | -0.5% | -28.0% |
| 3M | -20.9% | -31.2% | +10.3% | -14.9% |
| 6M | +11.0% | -49.4% | +60.3% | +24.7% |
| YTD | +61.3% | -26.8% | +88.2% | +66.3% |
| 1Y | +53.1% | -17.7% | +70.8% | +53.3% |
| 3Y | +152.1% | +160.4% | -8.4% | +77.3% |
| All | +153.9% | +206.6% | -52.7% | +62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling