+150.7%
GDX vs FTNT
+84.5%
+66.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | -0.1% |
| 7D | -6.8% | +7.1% | -13.9% | -7.4% |
| 30D | -2.1% | -30.9% | +28.8% | +0.9% |
| 3M | -7.5% | -23.1% | +15.6% | -5.7% |
| 6M | -15.2% | +8.1% | -23.3% | -16.4% |
| YTD | -4.8% | +60.2% | -65.0% | -10.0% |
| 1Y | +6.7% | +57.0% | -50.3% | +1.1% |
| 3Y | +212.7% | +152.9% | +59.8% | +179.1% |
| All | +150.7% | +84.5% | +66.2% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling