+216.9%
GLD vs FTNT
+1,827.4%
-1,610.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.8% |
| 7D | +4.9% | -3.0% | +7.9% | +5.0% |
| 30D | -1.3% | -37.1% | +35.8% | -0.5% |
| 3M | -4.8% | -23.3% | +18.5% | -4.3% |
| 6M | -12.5% | +7.4% | -19.9% | -12.7% |
| YTD | -4.2% | +54.2% | -58.5% | -5.1% |
| 1Y | +3.0% | +49.7% | -46.7% | +2.1% |
| 3Y | +109.1% | +146.6% | -37.4% | +104.6% |
| 5Y | +121.6% | +75.4% | +46.1% | +116.8% |
| All | +216.9% | +1,827.4% | -1,610.5% | +197.8% |
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