+839.9%
FTI vs GGLL
+328.4%
+511.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -0.2% | +1.9% | -2.1% | -0.4% |
| 30D | +12.3% | -9.7% | +22.1% | +13.4% |
| 3M | +13.8% | -18.0% | +31.8% | +15.1% |
| 6M | +24.3% | +15.3% | +9.0% | +18.9% |
| YTD | +75.8% | +2.2% | +73.6% | +70.6% |
| 1Y | +99.6% | +73.1% | +26.5% | +77.9% |
| 3Y | +278.4% | +242.7% | +35.7% | +198.7% |
| All | +839.9% | +328.4% | +511.6% | +667.6% |
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