+149.0%
FTNT vs GTLB
-47.1%
+196.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -5.8% | +11.1% | -16.9% | -8.5% |
| 30D | -4.8% | +37.8% | -42.6% | -12.5% |
| 3M | +4.4% | +61.6% | -57.2% | -8.2% |
| 6M | +88.8% | +98.9% | -10.1% | +56.8% |
| YTD | +96.8% | +32.8% | +64.0% | +79.0% |
| 1Y | +104.5% | +14.7% | +89.8% | +90.7% |
| 3Y | +156.8% | +1.3% | +155.4% | +133.4% |
| All | +149.0% | -47.1% | +196.2% | +136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling