+51.9%
FTNT vs GLXY
+2.7%
+49.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.2% |
| 7D | +1.6% | -8.9% | +10.5% | +1.9% |
| 30D | -1.9% | +19.9% | -21.7% | -2.4% |
| 3M | +14.4% | -20.0% | +34.3% | +15.1% |
| 6M | +88.7% | +10.5% | +78.1% | +85.9% |
| YTD | +100.0% | +7.9% | +92.1% | +95.0% |
| 1Y | +99.9% | -7.5% | +107.3% | +97.5% |
| All | +51.9% | +2.7% | +49.2% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GLXY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling