+231.9%
GLD vs FTNT
+6,890.6%
-6,658.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.7% |
| 7D | +4.7% | -12.7% | +17.4% | +4.9% |
| 30D | -0.9% | -37.2% | +36.3% | -0.3% |
| 3M | -4.4% | -25.8% | +21.4% | -4.1% |
| 6M | -13.6% | +32.1% | -45.7% | -13.9% |
| YTD | -6.0% | +49.7% | -55.7% | -6.6% |
| 1Y | +1.8% | +47.6% | -45.8% | +1.2% |
| 3Y | +103.2% | +137.2% | -34.0% | +100.3% |
| 5Y | +119.3% | +74.2% | +45.2% | +116.2% |
| 10Y | +199.5% | +1,824.2% | -1,624.7% | +189.3% |
| All | +231.9% | +6,890.6% | -6,658.7% | +194.7% |
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 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