+51.8%
FTNT vs GM
+37.1%
+14.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +1.5% |
| 7D | -25.7% | +12.1% | -37.7% | -24.6% |
| 30D | -29.7% | +15.2% | -44.9% | -28.7% |
| 3M | -23.1% | +4.9% | -28.0% | -22.1% |
| 6M | +45.0% | +22.6% | +22.4% | +48.4% |
| YTD | +62.9% | +14.4% | +48.5% | +65.7% |
| 1Y | +51.8% | +39.4% | +12.4% | +46.2% |
| All | +51.8% | +37.1% | +14.7% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling