+205.6%
GLD vs FTNT
+1,924.1%
-1,718.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -2.8% |
| 7D | -5.5% | +5.7% | -11.2% | -5.6% |
| 30D | -7.0% | -32.1% | +25.1% | -6.4% |
| 3M | -12.4% | -19.5% | +7.1% | -12.0% |
| 6M | -18.0% | +13.8% | -31.8% | -18.3% |
| YTD | -10.5% | +63.1% | -73.6% | -11.4% |
| 1Y | -8.1% | +57.7% | -65.8% | -9.0% |
| 3Y | +97.7% | +154.9% | -57.2% | +93.3% |
| 5Y | +103.4% | +89.3% | +14.1% | +98.7% |
| All | +205.6% | +1,924.1% | -1,718.4% | +185.7% |
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