+1,040.7%
FTAI vs GGLL
+309.0%
+731.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.5% | -1.3% | -4.6% |
| 7D | -0.2% | -3.9% | +3.7% | +0.9% |
| 30D | -13.6% | -15.4% | +1.7% | -10.1% |
| 3M | -20.6% | -21.9% | +1.3% | -16.4% |
| 6M | -32.6% | +4.5% | -37.1% | -33.9% |
| YTD | -5.4% | -2.4% | -3.0% | -6.2% |
| 1Y | +12.9% | +57.8% | -44.9% | +0.2% |
| 3Y | +428.1% | +227.2% | +200.9% | +268.0% |
| All | +1,040.7% | +309.0% | +731.7% | +706.1% |
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