+152.9%
FTNT vs GGLL
+166.5%
-13.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.4% |
| 7D | +7.1% | +7.7% | -0.6% | +5.6% |
| 30D | -30.9% | -30.2% | -0.7% | -26.5% |
| 3M | -23.1% | -31.3% | +8.2% | -18.3% |
| 6M | +8.1% | -52.1% | +60.2% | +19.6% |
| YTD | +60.2% | -25.9% | +86.1% | +64.4% |
| 1Y | +57.0% | -8.5% | +65.5% | +55.1% |
| 3Y | +152.9% | +165.5% | -12.6% | +110.5% |
| All | +152.9% | +166.5% | -13.6% | +110.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling