+124.9%
GDX vs FTNT
+9,093.5%
-8,968.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.4% | -5.8% | +5.5% | +0.2% |
| 30D | +18.6% | -4.8% | +23.4% | +19.1% |
| 3M | +14.9% | +4.4% | +10.5% | +14.1% |
| 6M | -6.3% | +88.8% | -95.0% | -13.0% |
| YTD | +15.7% | +96.8% | -81.1% | +6.9% |
| 1Y | +54.8% | +104.5% | -49.6% | +42.5% |
| 3Y | +253.4% | +156.8% | +96.7% | +211.3% |
| 5Y | +219.7% | +144.1% | +75.6% | +175.3% |
| 10Y | +300.2% | +2,021.8% | -1,721.6% | +168.2% |
| All | +124.9% | +9,093.5% | -8,968.6% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling