+144.1%
FTNT vs GTLB
-10.3%
+154.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.5% |
| 7D | +1.6% | -4.1% | +5.7% | +2.7% |
| 30D | -1.9% | +12.3% | -14.2% | -5.3% |
| 3M | +14.4% | +65.9% | -51.5% | -1.0% |
| 6M | +88.7% | +104.0% | -15.3% | +54.0% |
| YTD | +100.0% | +26.0% | +74.0% | +81.6% |
| 1Y | +99.9% | -3.5% | +103.4% | +91.9% |
| All | +144.1% | -10.3% | +154.4% | +136.2% |
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