+92.9%
FTNT vs GWRE
-44.7%
+137.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.9% |
| 7D | -0.1% | -13.2% | +13.1% | +3.9% |
| 30D | -3.0% | -18.6% | +15.6% | +1.6% |
| 3M | +7.6% | +18.9% | -11.3% | -2.7% |
| 6M | +87.0% | -11.0% | +97.9% | +85.7% |
| YTD | +96.5% | -29.9% | +126.4% | +111.7% |
| 1Y | +92.9% | -44.3% | +137.3% | +125.7% |
| All | +92.9% | -44.7% | +137.6% | +125.7% |
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