+669.4%
FTI vs GGLL
+195.8%
+473.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.5% |
| 7D | -4.3% | +6.3% | -10.7% | -4.9% |
| 30D | -8.0% | -35.1% | +27.1% | -4.3% |
| 3M | -8.0% | -37.7% | +29.6% | -4.1% |
| 6M | -8.7% | -54.1% | +45.4% | -2.3% |
| YTD | +43.9% | -29.4% | +73.3% | +44.2% |
| 1Y | +49.8% | -13.4% | +63.2% | +45.2% |
| 3Y | +211.7% | +158.3% | +53.4% | +152.7% |
| All | +669.4% | +195.8% | +473.6% | +548.9% |
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