+229.1%
GLD vs FTNT
+7,168.8%
-6,939.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.7% |
| 7D | +2.8% | -3.5% | +6.4% | +2.9% |
| 30D | -4.0% | -36.5% | +32.6% | -3.4% |
| 3M | -8.2% | -24.7% | +16.5% | -7.9% |
| 6M | -14.8% | +8.3% | -23.2% | -15.0% |
| YTD | -6.8% | +55.6% | -62.4% | -7.4% |
| 1Y | -2.4% | +50.2% | -52.6% | -3.0% |
| 3Y | +105.8% | +143.2% | -37.4% | +102.8% |
| 5Y | +113.3% | +85.5% | +27.9% | +110.1% |
| 10Y | +208.4% | +1,868.3% | -1,659.9% | +197.9% |
| All | +229.1% | +7,168.8% | -6,939.8% | +192.1% |
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