+75.4%
FTNT vs GPC
+7.9%
+67.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.7% | +2.5% |
| 7D | -3.0% | +0.8% | -3.8% | -3.1% |
| 30D | -37.1% | -1.1% | -36.0% | -37.1% |
| 3M | -23.3% | -6.6% | -16.6% | -22.3% |
| 6M | +7.4% | +22.2% | -14.9% | +0.1% |
| YTD | +54.2% | +5.1% | +49.2% | +49.8% |
| 1Y | +49.7% | +2.8% | +46.9% | +46.4% |
| 3Y | +146.6% | +2.4% | +144.2% | +126.2% |
| 5Y | +75.4% | +7.8% | +67.7% | +36.9% |
| All | +75.4% | +7.9% | +67.5% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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