+262.4%
GLD vs FTNT
+9,093.5%
-8,831.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.5% | -5.8% | +5.3% | -0.4% |
| 30D | +4.4% | -4.8% | +9.2% | +4.5% |
| 3M | -1.1% | +4.4% | -5.5% | -1.2% |
| 6M | -13.8% | +88.8% | -102.6% | -14.5% |
| YTD | +2.6% | +96.8% | -94.2% | +1.7% |
| 1Y | +24.5% | +104.5% | -79.9% | +23.3% |
| 3Y | +125.8% | +156.8% | -30.9% | +122.5% |
| 5Y | +137.8% | +144.1% | -6.3% | +133.5% |
| 10Y | +221.4% | +2,021.8% | -1,800.4% | +209.7% |
| All | +262.4% | +9,093.5% | -8,831.2% | +220.8% |
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 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