+7,554.6%
FTNT vs GME
+535.9%
+7,018.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.8% |
| 7D | +7.1% | +2.9% | +4.1% | +6.9% |
| 30D | -30.9% | -4.8% | -26.1% | -30.8% |
| 3M | -23.1% | +39.2% | -62.3% | -24.1% |
| 6M | +8.1% | +17.1% | -9.0% | +7.4% |
| YTD | +60.2% | +28.7% | +31.5% | +58.4% |
| 1Y | +57.0% | +23.3% | +33.7% | +55.4% |
| 3Y | +152.9% | +112.9% | +40.0% | +135.0% |
| 5Y | +85.9% | -48.8% | +134.7% | +77.6% |
| 10Y | +1,896.5% | +478.2% | +1,418.4% | +1,117.7% |
| All | +7,554.6% | +535.9% | +7,018.7% | +4,054.0% |
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