+104.5%
FTNT vs GWRE
-25.4%
+129.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -19.9% | +19.9% | +5.6% |
| 7D | -5.8% | -21.1% | +15.2% | -0.1% |
| 30D | -4.8% | +1.3% | -6.1% | -6.4% |
| 3M | +4.4% | +7.4% | -3.0% | +0.3% |
| 6M | +88.8% | +5.6% | +83.2% | +78.8% |
| YTD | +96.8% | -19.2% | +116.0% | +97.7% |
| 1Y | +104.5% | -25.1% | +129.6% | +108.9% |
| All | +104.5% | -25.4% | +129.9% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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