+56.7%
FBTC vs GGLL
+125.1%
-68.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -5.4% | +5.1% | -10.5% | -6.2% |
| 30D | -10.5% | -35.5% | +25.0% | -3.9% |
| 3M | +15.1% | -39.2% | +54.2% | +24.6% |
| 6M | -8.3% | -54.4% | +46.1% | +3.8% |
| YTD | -16.0% | -29.8% | +13.9% | -14.1% |
| 1Y | -30.7% | -20.4% | -10.3% | -31.3% |
| All | +56.7% | +125.1% | -68.4% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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