+9,374.7%
FTNT vs GSK
+166.8%
+9,207.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.8% |
| 7D | -2.7% | -4.2% | +1.5% | -1.2% |
| 30D | -1.4% | -7.5% | +6.2% | +1.3% |
| 3M | +10.1% | -3.3% | +13.4% | +10.6% |
| 6M | +88.2% | -9.3% | +97.5% | +92.6% |
| YTD | +98.3% | +1.6% | +96.7% | +92.3% |
| 1Y | +96.0% | +25.5% | +70.5% | +72.2% |
| 3Y | +145.8% | +49.3% | +96.5% | +91.6% |
| 5Y | +154.6% | +46.7% | +108.0% | +95.8% |
| 10Y | +2,063.6% | +76.8% | +1,986.8% | +1,352.8% |
| All | +9,374.7% | +166.8% | +9,207.9% | +4,466.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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