+213.3%
GLD vs FTNT
+2,029.1%
-1,815.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.7% |
| 7D | +0.7% | -2.7% | +3.5% | +0.8% |
| 30D | +0.3% | -1.4% | +1.7% | +0.3% |
| 3M | +0.6% | +10.1% | -9.5% | +0.4% |
| 6M | -15.6% | +88.2% | -103.8% | -16.6% |
| YTD | +0.9% | +98.3% | -97.4% | -0.5% |
| 1Y | +19.4% | +96.0% | -76.6% | +17.8% |
| 3Y | +124.5% | +145.8% | -21.3% | +119.8% |
| 5Y | +138.9% | +154.6% | -15.7% | +132.0% |
| 10Y | +213.3% | +2,063.6% | -1,850.4% | +196.7% |
| All | +213.3% | +2,029.1% | -1,815.8% | +196.7% |
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