+155.6%
GS vs FTNT
+84.5%
+71.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.6% |
| 7D | +5.9% | +7.1% | -1.2% | +4.6% |
| 30D | +4.3% | -30.9% | +35.2% | +10.6% |
| 3M | -11.7% | -23.1% | +11.4% | -8.5% |
| 6M | -3.2% | +8.1% | -11.3% | -6.0% |
| YTD | +5.8% | +60.2% | -54.4% | -5.5% |
| 1Y | +16.0% | +57.0% | -41.0% | +3.9% |
| 3Y | +199.8% | +152.9% | +46.8% | +145.1% |
| All | +155.6% | +84.5% | +71.1% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling