+148.8%
FTNT vs GLDM
+143.3%
+5.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | 0.0% |
| 7D | -5.8% | -0.5% | -5.3% | -5.8% |
| 30D | -4.8% | +4.4% | -9.2% | -5.1% |
| 3M | +4.4% | -1.1% | +5.5% | +4.4% |
| 6M | +88.8% | -13.7% | +102.4% | +91.0% |
| YTD | +96.8% | +2.8% | +94.0% | +95.3% |
| 1Y | +104.5% | +24.8% | +79.6% | +98.9% |
| 3Y | +156.8% | +127.8% | +28.9% | +128.4% |
| All | +148.8% | +143.3% | +5.5% | +99.3% |
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