+233.6%
GDX vs FTNT
+154.2%
+79.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +1.9% | +1.7% | +0.2% | +1.7% |
| 30D | +9.9% | -4.3% | +14.2% | +10.3% |
| 3M | +28.2% | +13.6% | +14.6% | +26.4% |
| 6M | -2.9% | +87.6% | -90.5% | -8.7% |
| YTD | +16.0% | +98.0% | -82.0% | +8.5% |
| 1Y | +49.9% | +96.9% | -47.0% | +40.3% |
| 3Y | +263.6% | +145.4% | +118.2% | +230.2% |
| 5Y | +233.6% | +153.0% | +80.6% | +192.2% |
| All | +233.6% | +154.2% | +79.3% | +192.2% |
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