+781.8%
FTNT vs GH
+480.1%
+301.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | -2.7% | -2.1% | -0.6% | -2.3% |
| 30D | -1.4% | -4.5% | +3.1% | -0.7% |
| 3M | +10.1% | +28.9% | -18.8% | +4.4% |
| 6M | +88.2% | +76.5% | +11.7% | +66.9% |
| YTD | +98.3% | +57.6% | +40.7% | +79.2% |
| 1Y | +96.0% | +167.5% | -71.6% | +57.9% |
| 3Y | +145.8% | +377.4% | -231.6% | +63.0% |
| 5Y | +154.6% | +23.8% | +130.8% | +104.6% |
| All | +781.8% | +480.1% | +301.7% | +489.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling