+89.8%
FTNT vs GH
+45.9%
+43.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.4% |
| 7D | +7.1% | +0.6% | +6.5% | +6.9% |
| 30D | -30.9% | -6.9% | -24.0% | -30.0% |
| 3M | -23.1% | -4.9% | -18.2% | -22.7% |
| 6M | +8.1% | +54.1% | -46.0% | -1.7% |
| YTD | +60.2% | +48.5% | +11.7% | +45.7% |
| 1Y | +57.0% | +61.2% | -4.2% | +40.3% |
| 3Y | +152.9% | +570.3% | -417.4% | +51.7% |
| All | +89.8% | +45.9% | +43.9% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling