+51.7%
FBTC vs GGLL
+143.0%
-91.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -7.9% | -5.0% |
| 7D | -6.3% | +11.5% | -17.8% | -8.2% |
| 30D | -14.3% | -31.2% | +17.0% | -9.0% |
| 3M | +12.6% | -28.7% | +41.2% | +18.4% |
| 6M | -11.8% | -47.2% | +35.4% | -3.0% |
| YTD | -18.6% | -24.3% | +5.6% | -18.0% |
| 1Y | -29.9% | -12.0% | -17.9% | -31.8% |
| All | +51.7% | +143.0% | -91.2% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling