+51.8%
FTNT vs GWRE
-24.5%
+76.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -4.9% | -0.8% |
| 7D | -25.7% | +2.2% | -27.9% | -26.0% |
| 30D | -29.7% | +4.5% | -34.3% | -30.8% |
| 3M | -23.1% | +6.4% | -29.5% | -26.2% |
| 6M | +45.0% | +18.8% | +26.2% | +31.7% |
| YTD | +62.9% | -15.1% | +78.1% | +67.4% |
| 1Y | +51.8% | -23.4% | +75.2% | +68.6% |
| All | +51.8% | -24.5% | +76.3% | +68.6% |
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