+2,072.5%
FTNT vs GPN
+28.5%
+2,043.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | -0.1% | -4.3% | +4.2% | +1.8% |
| 30D | -3.0% | 0.0% | -3.0% | -3.2% |
| 3M | +7.6% | +35.8% | -28.2% | -7.7% |
| 6M | +87.0% | +22.0% | +65.0% | +67.1% |
| YTD | +96.5% | +15.2% | +81.3% | +78.0% |
| 1Y | +92.9% | +3.5% | +89.5% | +82.9% |
| 3Y | +139.8% | -26.9% | +166.8% | +159.1% |
| 5Y | +151.3% | -44.2% | +195.5% | +200.6% |
| All | +2,072.5% | +28.5% | +2,043.9% | +1,454.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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