+153.2%
FTNT vs GME
-59.9%
+213.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.3% | -5.5% | -0.5% |
| 7D | +1.7% | +4.8% | -3.1% | +1.4% |
| 30D | -4.3% | +5.9% | -10.1% | -4.6% |
| 3M | +13.6% | -10.7% | +24.3% | +14.4% |
| 6M | +87.6% | -19.8% | +107.4% | +89.8% |
| YTD | +98.0% | -0.9% | +98.9% | +97.3% |
| 1Y | +96.9% | -15.7% | +112.6% | +98.2% |
| 3Y | +145.4% | +12.3% | +133.1% | +116.0% |
| All | +153.2% | -59.9% | +213.1% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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