+486.7%
GS vs FTNT
+1,797.8%
-1,311.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.3% |
| 7D | -3.2% | -12.7% | +9.5% | -0.3% |
| 30D | -2.4% | -37.2% | +34.8% | +7.5% |
| 3M | -15.7% | -25.8% | +10.0% | -11.2% |
| 6M | -6.8% | +32.1% | -38.9% | -14.9% |
| YTD | -0.1% | +49.7% | -49.7% | -12.0% |
| 1Y | +12.1% | +47.6% | -35.5% | -1.1% |
| 3Y | +185.8% | +137.2% | +48.6% | +119.2% |
| 5Y | +140.1% | +74.2% | +65.9% | +86.5% |
| All | +486.7% | +1,797.8% | -1,311.1% | +116.0% |
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 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