+139.8%
FTNT vs GPN
-27.6%
+167.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -0.1% | -4.6% | +4.5% | +1.2% |
| 30D | -3.0% | -0.3% | -2.7% | -3.0% |
| 3M | +7.6% | +35.4% | -27.8% | -2.8% |
| 6M | +87.0% | +21.7% | +65.3% | +73.9% |
| YTD | +96.5% | +14.9% | +81.7% | +85.3% |
| 1Y | +92.9% | +3.2% | +89.7% | +88.6% |
| 3Y | +139.8% | -27.1% | +167.0% | +155.6% |
| All | +139.8% | -27.6% | +167.5% | +155.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling