+680.7%
FTI vs GGLL
+217.5%
+463.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.3% | -1.1% |
| 7D | +5.4% | +11.5% | -6.1% | +4.2% |
| 30D | -8.2% | -31.2% | +23.0% | -5.1% |
| 3M | -13.7% | -28.7% | +15.0% | -11.2% |
| 6M | -11.2% | -47.2% | +36.0% | -6.4% |
| YTD | +46.0% | -24.3% | +70.3% | +45.2% |
| 1Y | +51.8% | -12.0% | +63.8% | +47.3% |
| 3Y | +206.7% | +169.6% | +37.1% | +147.3% |
| All | +680.7% | +217.5% | +463.2% | +553.6% |
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