+874.3%
FTNT vs GLDM
+221.7%
+652.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.2% | -5.4% |
| 7D | -11.9% | +1.9% | -13.8% | -12.1% |
| 30D | -35.9% | -1.7% | -34.3% | -35.8% |
| 3M | -25.4% | -3.5% | -21.8% | -25.1% |
| 6M | +36.2% | -10.1% | +46.3% | +37.8% |
| YTD | +54.3% | -5.0% | +59.3% | +54.1% |
| 1Y | +42.5% | +2.8% | +39.7% | +40.6% |
| 3Y | +142.7% | +105.1% | +37.6% | +110.7% |
| 5Y | +79.5% | +124.3% | -44.8% | +49.7% |
| All | +874.3% | +221.7% | +652.6% | +827.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling