+153.1%
FTNT vs GTLB
-49.8%
+202.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.5% |
| 7D | +1.6% | -4.1% | +5.7% | +2.6% |
| 30D | -1.9% | +12.3% | -14.2% | -5.0% |
| 3M | +14.4% | +65.9% | -51.5% | -0.1% |
| 6M | +88.7% | +104.0% | -15.3% | +55.8% |
| YTD | +100.0% | +26.0% | +74.0% | +84.2% |
| 1Y | +99.9% | -3.5% | +103.4% | +94.5% |
| 3Y | +147.9% | -9.6% | +157.6% | +131.8% |
| All | +153.1% | -49.8% | +202.9% | +143.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling