+142.8%
FTNT vs GGLL
+195.8%
-53.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +2.5% |
| 7D | -3.0% | +6.3% | -9.3% | -4.2% |
| 30D | -37.1% | -35.1% | -2.0% | -31.4% |
| 3M | -23.3% | -37.7% | +14.4% | -15.9% |
| 6M | +7.4% | -54.1% | +61.5% | +22.8% |
| YTD | +54.2% | -29.4% | +83.7% | +60.2% |
| 1Y | +49.7% | -13.4% | +63.1% | +48.2% |
| 3Y | +146.6% | +158.3% | -11.7% | +73.3% |
| All | +142.8% | +195.8% | -53.0% | +56.2% |
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