+155.8%
FTNT vs GIS
-25.0%
+180.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.1% | +0.9% |
| 7D | +1.6% | -8.4% | +10.0% | +1.3% |
| 30D | -1.9% | -5.2% | +3.3% | -2.1% |
| 3M | +14.4% | +8.2% | +6.2% | +14.7% |
| 6M | +88.7% | -12.0% | +100.7% | +87.9% |
| YTD | +100.0% | -18.9% | +118.9% | +99.1% |
| 1Y | +99.9% | -23.6% | +123.5% | +98.5% |
| 3Y | +147.9% | -37.6% | +185.5% | +146.2% |
| 5Y | +155.8% | -25.2% | +181.0% | +144.7% |
| All | +155.8% | -25.0% | +180.8% | +144.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling