+845.1%
FTNT vs GLDM
+219.1%
+626.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.9% |
| 7D | -12.7% | +4.7% | -17.3% | -13.2% |
| 30D | -37.2% | -0.9% | -36.4% | -37.1% |
| 3M | -25.8% | -4.3% | -21.5% | -25.4% |
| 6M | +32.1% | -13.4% | +45.5% | +34.2% |
| YTD | +49.7% | -5.8% | +55.5% | +49.6% |
| 1Y | +47.6% | +2.1% | +45.5% | +45.7% |
| 3Y | +137.2% | +105.0% | +32.2% | +105.8% |
| 5Y | +74.2% | +122.5% | -48.3% | +45.4% |
| All | +845.1% | +219.1% | +626.0% | +800.5% |
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