+185.7%
GS vs FTNT
+143.4%
+42.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.9% | -5.8% | +6.8% | +2.1% |
| 30D | -1.6% | -4.8% | +3.2% | -0.9% |
| 3M | -4.5% | +4.4% | -8.9% | -5.5% |
| 6M | +20.9% | +88.8% | -67.9% | +6.3% |
| YTD | +19.9% | +96.8% | -76.9% | +4.3% |
| 1Y | +41.4% | +104.5% | -63.0% | +21.9% |
| 3Y | +239.2% | +156.8% | +82.4% | +178.6% |
| All | +185.7% | +143.4% | +42.3% | +119.5% |
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 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