+152.9%
FTNT vs GTLB
+5.1%
+147.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.7% | -2.1% |
| 7D | +7.1% | -0.7% | +7.8% | +7.3% |
| 30D | -30.9% | -10.2% | -20.7% | -28.6% |
| 3M | -23.1% | +10.1% | -33.2% | -25.2% |
| 6M | +8.1% | +116.5% | -108.4% | -12.7% |
| YTD | +60.2% | +27.2% | +33.0% | +45.3% |
| 1Y | +57.0% | +8.6% | +48.5% | +47.2% |
| 3Y | +152.9% | +5.6% | +147.3% | +145.8% |
| All | +152.9% | +5.1% | +147.8% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling