+19.7%
GS vs FTNT
+49.6%
-29.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.5% |
| 7D | +0.3% | -25.7% | +26.0% | +2.4% |
| 30D | +3.9% | -29.7% | +33.6% | +6.6% |
| 3M | -11.4% | -23.1% | +11.7% | -10.0% |
| 6M | +3.7% | +45.0% | -41.3% | +2.3% |
| YTD | +7.1% | +62.9% | -55.8% | +4.9% |
| 1Y | +19.7% | +51.8% | -32.2% | +18.0% |
| All | +19.7% | +49.6% | -29.9% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling