+7,554.6%
FTNT vs GRMN
+1,454.0%
+6,100.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.3% |
| 7D | +7.1% | -0.9% | +7.9% | +7.5% |
| 30D | -30.9% | +1.2% | -32.1% | -31.5% |
| 3M | -23.1% | -8.9% | -14.2% | -20.5% |
| 6M | +8.1% | +23.0% | -14.9% | -2.9% |
| YTD | +60.2% | +41.2% | +19.0% | +33.3% |
| 1Y | +57.0% | +47.5% | +9.5% | +28.0% |
| 3Y | +152.9% | +155.8% | -2.8% | +50.4% |
| 5Y | +85.9% | +120.2% | -34.3% | +17.7% |
| 10Y | +1,896.5% | +629.9% | +1,266.7% | +654.0% |
| All | +7,554.6% | +1,454.0% | +6,100.7% | +1,853.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling