+296.0%
GDX vs FTNT
+2,095.7%
-1,799.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.3% |
| 7D | -2.2% | -0.1% | -2.0% | -2.2% |
| 30D | +6.8% | -3.0% | +9.7% | +6.9% |
| 3M | +24.9% | +7.6% | +17.3% | +23.6% |
| 6M | -4.2% | +87.0% | -91.2% | -11.3% |
| YTD | +13.2% | +96.5% | -83.3% | +4.3% |
| 1Y | +40.2% | +92.9% | -52.7% | +29.4% |
| 3Y | +249.6% | +139.8% | +109.7% | +208.9% |
| 5Y | +230.4% | +151.3% | +79.0% | +179.7% |
| All | +296.0% | +2,095.7% | -1,799.7% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 10y: compounded portfolio wealth divided by compounded FTNT 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…
10y analysis · Full analysis span regression · 6 months rolling