+1,108.6%
FTAI vs GGLL
+328.7%
+779.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -1.0% |
| 7D | +0.7% | -4.8% | +5.4% | +2.0% |
| 30D | -12.1% | -13.7% | +1.6% | -8.9% |
| 3M | -21.3% | -21.9% | +0.5% | -17.3% |
| 6M | -30.2% | +11.7% | -41.9% | -32.7% |
| YTD | +0.3% | +2.3% | -2.0% | -1.8% |
| 1Y | +27.2% | +76.2% | -49.0% | +9.9% |
| 3Y | +443.9% | +245.0% | +198.9% | +273.8% |
| All | +1,108.6% | +328.7% | +779.9% | +743.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling