+918.8%
FTNT vs GLDM
+212.7%
+706.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.8% | +3.8% |
| 7D | -1.0% | -2.0% | +1.0% | -0.8% |
| 30D | -33.6% | -4.4% | -29.2% | -33.2% |
| 3M | -20.9% | -8.8% | -12.0% | -20.0% |
| 6M | +11.0% | -15.9% | +26.8% | +13.1% |
| YTD | +61.3% | -7.7% | +69.0% | +61.7% |
| 1Y | +53.1% | -3.6% | +56.7% | +52.4% |
| 3Y | +152.1% | +105.2% | +46.8% | +118.3% |
| 5Y | +90.1% | +112.8% | -22.6% | +60.0% |
| All | +918.8% | +212.7% | +706.0% | +873.0% |
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