+66.9%
FBTC vs GGLL
+227.9%
-161.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +1.5% | +1.9% | -0.3% | +1.2% |
| 30D | +20.7% | -9.7% | +30.4% | +22.8% |
| 3M | +23.7% | -18.0% | +41.7% | +26.8% |
| 6M | +15.0% | +15.3% | -0.2% | +8.5% |
| YTD | -10.5% | +2.2% | -12.7% | -13.7% |
| 1Y | -30.3% | +73.1% | -103.3% | -40.5% |
| All | +66.9% | +227.9% | -161.0% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling