+3,359.3%
FTNT vs GWRE
+736.4%
+2,622.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.7% |
| 7D | +1.6% | -30.9% | +32.5% | +17.6% |
| 30D | -1.9% | -20.7% | +18.8% | +6.7% |
| 3M | +14.4% | +20.2% | -5.8% | +0.9% |
| 6M | +88.7% | -11.9% | +100.5% | +89.0% |
| YTD | +100.0% | -30.3% | +130.3% | +121.0% |
| 1Y | +99.9% | -44.6% | +144.5% | +145.1% |
| 3Y | +147.9% | +48.8% | +99.1% | +77.6% |
| 5Y | +155.8% | +14.8% | +141.0% | +103.3% |
| 10Y | +2,121.1% | +128.1% | +1,993.0% | +1,184.8% |
| All | +3,359.3% | +736.4% | +2,622.9% | +1,241.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling