+32.1%
FTNT vs GLDM
-13.2%
+45.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.8% |
| 7D | -12.7% | +4.7% | -17.3% | -13.6% |
| 30D | -37.2% | -0.9% | -36.4% | -36.9% |
| 3M | -25.8% | -4.3% | -21.5% | -25.2% |
| 6M | +32.1% | -13.4% | +45.5% | +54.3% |
| All | +32.1% | -13.2% | +45.3% | +54.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling