+162.8%
FTNT vs GM
+78.3%
+84.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -0.1% | -2.4% | +2.3% | +0.5% |
| 30D | -3.0% | -1.1% | -1.9% | -2.7% |
| 3M | +7.6% | +6.1% | +1.5% | +5.6% |
| 6M | +87.0% | +15.0% | +72.0% | +78.2% |
| YTD | +96.5% | +6.0% | +90.6% | +90.7% |
| 1Y | +92.9% | +47.1% | +45.8% | +67.8% |
| 3Y | +139.8% | +170.5% | -30.6% | +57.3% |
| All | +162.8% | +78.3% | +84.6% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling