+209.8%
FTNT vs GGLL
+328.7%
-118.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | -5.8% | -4.8% | -1.1% | -5.1% |
| 30D | -4.8% | -13.7% | +8.9% | -2.4% |
| 3M | +4.4% | -21.9% | +26.3% | +8.1% |
| 6M | +88.8% | +11.7% | +77.1% | +79.6% |
| YTD | +96.8% | +2.3% | +94.5% | +89.7% |
| 1Y | +104.5% | +76.2% | +28.3% | +73.6% |
| 3Y | +156.8% | +245.0% | -88.2% | +70.8% |
| All | +209.8% | +328.7% | -118.9% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling