+2,072.5%
FTNT vs GNRC
+448.8%
+1,623.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.5% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | -3.0% | -15.7% | +12.8% | +1.2% |
| 3M | +7.6% | -27.3% | +34.9% | +15.6% |
| 6M | +87.0% | -12.1% | +99.0% | +88.0% |
| YTD | +96.5% | +37.1% | +59.4% | +72.5% |
| 1Y | +92.9% | -0.5% | +93.4% | +83.7% |
| 3Y | +139.8% | +61.5% | +78.3% | +87.7% |
| 5Y | +151.3% | -58.6% | +209.9% | +189.3% |
| All | +2,072.5% | +448.8% | +1,623.6% | +946.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling