+42.5%
GS vs FTNT
+98.9%
-56.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +3.4% | -2.7% | +6.1% | +3.8% |
| 30D | +0.2% | -1.4% | +1.6% | +0.2% |
| 3M | -0.3% | +10.1% | -10.4% | -1.4% |
| 6M | +27.4% | +88.2% | -60.8% | +21.9% |
| YTD | +19.6% | +98.3% | -78.7% | +13.8% |
| 1Y | +42.5% | +96.0% | -53.5% | +35.4% |
| All | +42.5% | +98.9% | -56.4% | +35.4% |
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