+141.0%
FTNT vs GLDM
+112.0%
+29.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.9% |
| 7D | -3.0% | +5.0% | -7.9% | -3.3% |
| 30D | -37.1% | -1.3% | -35.8% | -37.1% |
| 3M | -23.3% | -4.7% | -18.6% | -23.1% |
| 6M | +7.4% | -12.4% | +19.8% | +7.8% |
| YTD | +54.2% | -4.1% | +58.3% | +54.2% |
| 1Y | +49.7% | +3.3% | +46.4% | +49.2% |
| All | +141.0% | +112.0% | +29.0% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling