+4,728.6%
FTNT vs GM
+223.0%
+4,505.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.6% |
| 7D | +1.7% | -1.1% | +2.8% | +2.1% |
| 30D | -4.3% | -4.6% | +0.3% | -2.9% |
| 3M | +13.6% | +0.2% | +13.4% | +13.0% |
| 6M | +87.6% | +12.6% | +75.0% | +78.6% |
| YTD | +98.0% | +3.7% | +94.3% | +92.4% |
| 1Y | +96.9% | +45.6% | +51.3% | +69.8% |
| 3Y | +145.4% | +162.0% | -16.6% | +65.1% |
| 5Y | +153.0% | +80.5% | +72.5% | +88.8% |
| 10Y | +2,098.3% | +231.3% | +1,866.9% | +1,058.7% |
| All | +4,728.6% | +223.0% | +4,505.6% | +2,081.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling