+9,374.7%
FTNT vs GME
+364.7%
+9,010.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.8% |
| 7D | -2.7% | +0.4% | -3.1% | -2.7% |
| 30D | -1.4% | -1.4% | 0.0% | -1.3% |
| 3M | +10.1% | -15.1% | +25.2% | +10.7% |
| 6M | +88.2% | -22.5% | +110.7% | +89.6% |
| YTD | +98.3% | -5.9% | +104.2% | +98.3% |
| 1Y | +96.0% | -18.6% | +114.6% | +96.9% |
| 3Y | +145.8% | +6.7% | +139.1% | +134.3% |
| 5Y | +154.6% | -62.0% | +216.6% | +146.0% |
| 10Y | +2,063.6% | +239.5% | +1,824.2% | +1,288.4% |
| All | +9,374.7% | +364.7% | +9,010.0% | +5,102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling