+460.7%
FTAI vs GGLL
+247.9%
+212.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.9% | +1.9% | +2.0% | +3.4% |
| 30D | -8.8% | -9.7% | +0.9% | -6.6% |
| 3M | -14.5% | -18.0% | +3.6% | -11.0% |
| 6M | -24.0% | +15.3% | -39.3% | -27.3% |
| YTD | +0.5% | +2.2% | -1.7% | -1.7% |
| 1Y | +19.1% | +73.1% | -54.0% | +3.1% |
| 3Y | +460.7% | +242.7% | +218.0% | +286.5% |
| All | +460.7% | +247.9% | +212.8% | +286.5% |
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