+958.7%
GLW vs FTNT
+7,435.3%
-6,476.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.7% | +3.8% | +6.6% |
| 7D | +1.4% | -1.0% | +2.4% | +1.8% |
| 30D | -18.2% | -33.6% | +15.4% | -10.6% |
| 3M | -24.2% | -20.9% | -3.3% | -21.0% |
| 6M | -41.7% | +11.0% | -52.7% | -44.0% |
| YTD | +38.3% | +61.3% | -23.0% | +20.2% |
| 1Y | +38.2% | +53.1% | -14.9% | +21.6% |
| 3Y | +363.4% | +152.1% | +211.3% | +249.4% |
| 5Y | +254.6% | +90.1% | +164.4% | +170.9% |
| 10Y | +562.0% | +1,910.4% | -1,348.4% | +170.0% |
| All | +958.7% | +7,435.3% | -6,476.6% | +171.6% |
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