+89.8%
FTNT vs GLDM
+107.1%
-17.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +7.1% | -4.6% | +11.7% | +7.5% |
| 30D | -30.9% | -5.5% | -25.4% | -30.5% |
| 3M | -23.1% | -10.9% | -12.2% | -22.3% |
| 6M | +8.1% | -17.3% | +25.4% | +9.7% |
| YTD | +60.2% | -10.2% | +70.4% | +60.7% |
| 1Y | +57.0% | -6.9% | +63.9% | +56.9% |
| 3Y | +152.9% | +98.7% | +54.3% | +124.6% |
| All | +89.8% | +107.1% | -17.3% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling