+478.5%
GS vs FTNT
+1,879.8%
-1,401.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.6% | +4.0% |
| 7D | +0.8% | -3.0% | +3.8% | +1.6% |
| 30D | +1.2% | -37.1% | +38.3% | +11.5% |
| 3M | -12.4% | -23.3% | +10.9% | -8.4% |
| 6M | -2.3% | +7.4% | -9.7% | -5.8% |
| YTD | +4.6% | +54.2% | -49.6% | -8.5% |
| 1Y | +17.5% | +49.7% | -32.2% | +3.4% |
| 3Y | +202.0% | +146.6% | +55.5% | +129.8% |
| 5Y | +152.4% | +75.4% | +76.9% | +96.2% |
| 10Y | +478.5% | +1,828.7% | -1,350.1% | +113.8% |
| All | +478.5% | +1,879.8% | -1,401.3% | +113.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling