+89.3%
FTNT vs GLDM
+107.5%
-18.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.4% |
| 7D | +5.7% | -5.5% | +11.2% | +6.3% |
| 30D | -32.1% | -7.0% | -25.1% | -31.6% |
| 3M | -19.5% | -12.3% | -7.2% | -18.5% |
| 6M | +13.8% | -17.9% | +31.7% | +15.5% |
| YTD | +63.1% | -10.3% | +73.4% | +63.7% |
| 1Y | +57.7% | -7.8% | +65.5% | +57.7% |
| 3Y | +154.9% | +99.5% | +55.4% | +126.1% |
| 5Y | +89.3% | +106.5% | -17.2% | +48.8% |
| All | +89.3% | +107.5% | -18.2% | +48.8% |
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