+9,429.1%
FTNT vs GNRC
+2,020.8%
+7,408.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.7% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | -1.9% | -15.8% | +14.0% | +2.2% |
| 3M | +14.4% | -24.0% | +38.4% | +21.3% |
| 6M | +88.7% | -13.8% | +102.4% | +90.9% |
| YTD | +100.0% | +33.2% | +66.8% | +78.5% |
| 1Y | +99.9% | -1.8% | +101.7% | +91.8% |
| 3Y | +147.9% | +57.7% | +90.2% | +99.5% |
| 5Y | +155.8% | -59.7% | +215.6% | +183.6% |
| 10Y | +2,121.1% | +430.7% | +1,690.3% | +1,087.3% |
| All | +9,429.1% | +2,020.8% | +7,408.3% | +3,227.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling