+162.8%
FTNT vs GNRC
-58.7%
+221.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.4% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | -3.0% | -15.7% | +12.8% | +0.5% |
| 3M | +7.6% | -27.3% | +34.9% | +14.3% |
| 6M | +87.0% | -12.1% | +99.0% | +87.8% |
| YTD | +96.5% | +37.1% | +59.4% | +75.1% |
| 1Y | +92.9% | -0.5% | +93.4% | +84.9% |
| 3Y | +139.8% | +61.5% | +78.3% | +92.5% |
| All | +162.8% | -58.7% | +221.5% | +218.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling