+51.8%
FTNT vs GH
+80.5%
-28.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.7% |
| 7D | -25.7% | -7.7% | -18.0% | -24.6% |
| 30D | -29.7% | -10.0% | -19.8% | -28.6% |
| 3M | -23.1% | +5.5% | -28.6% | -24.5% |
| 6M | +45.0% | +84.9% | -39.9% | +27.1% |
| YTD | +62.9% | +65.0% | -2.1% | +44.1% |
| 1Y | +51.8% | +71.8% | -19.9% | +33.7% |
| All | +51.8% | +80.5% | -28.7% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling