+162.8%
FTNT vs GH
+20.8%
+142.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.6% |
| 7D | -0.1% | -2.5% | +2.4% | +0.3% |
| 30D | -3.0% | -4.7% | +1.7% | -2.2% |
| 3M | +7.6% | +20.2% | -12.6% | +3.4% |
| 6M | +87.0% | +78.8% | +8.2% | +65.5% |
| YTD | +96.5% | +54.1% | +42.5% | +78.3% |
| 1Y | +92.9% | +177.1% | -84.1% | +54.4% |
| 3Y | +139.8% | +371.6% | -231.8% | +59.0% |
| All | +162.8% | +20.8% | +142.0% | +115.7% |
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 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