+104.5%
FTNT vs GIS
-18.7%
+123.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.4% | -0.1% |
| 7D | -5.8% | -7.8% | +2.0% | -6.2% |
| 30D | -4.8% | +6.6% | -11.3% | -4.5% |
| 3M | +4.4% | +21.0% | -16.5% | +4.9% |
| 6M | +88.8% | -9.1% | +97.8% | +88.1% |
| YTD | +96.8% | -13.6% | +110.4% | +98.1% |
| 1Y | +104.5% | -18.0% | +122.5% | +104.0% |
| All | +104.5% | -18.7% | +123.1% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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