+2,111.2%
FTNT vs GRMN
+646.1%
+1,465.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | -1.8% | +3.4% | +2.4% |
| 30D | -1.9% | -12.1% | +10.2% | +4.2% |
| 3M | +14.4% | +18.0% | -3.6% | +4.7% |
| 6M | +88.7% | +13.7% | +74.9% | +74.5% |
| YTD | +100.0% | +35.3% | +64.7% | +68.2% |
| 1Y | +99.9% | +17.2% | +82.6% | +79.6% |
| 3Y | +147.9% | +179.6% | -31.7% | +27.1% |
| 5Y | +155.8% | +75.6% | +80.3% | +69.9% |
| All | +2,111.2% | +646.1% | +1,465.1% | +657.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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