+23.9%
FTNT vs GLXY
-35.4%
+59.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.1% | +1.4% |
| 7D | +5.7% | +16.9% | -11.2% | +4.8% |
| 30D | -32.1% | -23.0% | -9.1% | -31.5% |
| 3M | -19.5% | -28.0% | +8.5% | -18.6% |
| 6M | +13.8% | -51.6% | +65.4% | +16.2% |
| YTD | +63.1% | -32.1% | +95.2% | +61.3% |
| 1Y | +57.7% | -51.5% | +109.2% | +57.8% |
| All | +23.9% | -35.4% | +59.3% | +23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling