+9,359.7%
FTNT vs GIS
+97.6%
+9,262.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | +1.7% | -8.6% | +10.3% | +3.7% |
| 30D | -4.3% | -0.5% | -3.8% | -4.3% |
| 3M | +13.6% | +11.9% | +1.7% | +10.2% |
| 6M | +87.6% | -11.6% | +99.2% | +91.8% |
| YTD | +98.0% | -16.3% | +114.3% | +104.7% |
| 1Y | +96.9% | -21.8% | +118.7% | +106.4% |
| 3Y | +145.4% | -35.7% | +181.0% | +165.4% |
| 5Y | +153.0% | -22.9% | +175.8% | +152.0% |
| 10Y | +2,098.3% | -16.8% | +2,115.1% | +1,971.2% |
| All | +9,359.7% | +97.6% | +9,262.1% | +5,408.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling