+652.8%
GS vs FTNT
+2,024.1%
-1,371.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.9% | -5.8% | +6.8% | +2.3% |
| 30D | -1.6% | -4.8% | +3.2% | -0.7% |
| 3M | -4.5% | +4.4% | -8.9% | -5.8% |
| 6M | +20.9% | +88.8% | -67.9% | +2.8% |
| YTD | +19.9% | +96.8% | -76.9% | +0.6% |
| 1Y | +41.4% | +104.5% | -63.0% | +17.3% |
| 3Y | +239.2% | +156.8% | +82.4% | +159.6% |
| 5Y | +185.0% | +144.1% | +41.0% | +107.1% |
| All | +652.8% | +2,024.1% | -1,371.3% | +188.5% |
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