+51.8%
FTNT vs GTLB
+6.1%
+45.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -25.7% | -9.7% | -16.0% | -22.9% |
| 30D | -29.7% | +1.7% | -31.4% | -30.0% |
| 3M | -23.1% | +43.6% | -66.7% | -31.9% |
| 6M | +45.0% | +113.0% | -68.0% | +12.2% |
| YTD | +62.9% | +39.5% | +23.4% | +30.0% |
| 1Y | +51.8% | +12.6% | +39.2% | +22.9% |
| All | +51.8% | +6.1% | +45.7% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling