+197.7%
GS vs FTNT
+145.0%
+52.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | +1.6% | -3.5% | +5.1% | +2.3% |
| 30D | +1.7% | -36.5% | +38.2% | +9.6% |
| 3M | -11.6% | -24.7% | +13.2% | -8.2% |
| 6M | -1.9% | +8.3% | -10.2% | -5.3% |
| YTD | +5.1% | +55.6% | -50.5% | -6.7% |
| 1Y | +16.4% | +50.2% | -33.8% | +4.1% |
| All | +197.7% | +145.0% | +52.7% | +144.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling