+211.6%
FTNT vs GGLL
+309.0%
-97.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.4% | +0.6% |
| 7D | +1.7% | -3.9% | +5.6% | +2.4% |
| 30D | -4.3% | -15.4% | +11.1% | -1.5% |
| 3M | +13.6% | -21.9% | +35.5% | +17.5% |
| 6M | +87.6% | +4.5% | +83.1% | +80.7% |
| YTD | +98.0% | -2.4% | +100.4% | +92.3% |
| 1Y | +96.9% | +57.8% | +39.1% | +70.9% |
| 3Y | +145.4% | +227.2% | -81.8% | +64.9% |
| All | +211.6% | +309.0% | -97.4% | +87.6% |
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