+882.7%
FTNT vs GLDM
+216.5%
+666.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.2% |
| 7D | -3.5% | +2.9% | -6.4% | -3.9% |
| 30D | -36.5% | -3.9% | -32.6% | -36.2% |
| 3M | -24.7% | -8.1% | -16.6% | -24.0% |
| 6M | +8.3% | -14.7% | +23.0% | +10.2% |
| YTD | +55.6% | -6.6% | +62.2% | +55.7% |
| 1Y | +50.2% | -2.1% | +52.2% | +49.2% |
| 3Y | +143.2% | +107.7% | +35.5% | +110.3% |
| 5Y | +85.5% | +116.5% | -31.0% | +55.6% |
| All | +882.7% | +216.5% | +666.3% | +837.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling