+696.8%
FTI vs GGLL
+210.8%
+486.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.3% |
| 7D | +4.3% | +7.7% | -3.4% | +3.5% |
| 30D | -4.7% | -30.2% | +25.6% | -1.5% |
| 3M | -13.5% | -31.3% | +17.7% | -10.7% |
| 6M | -8.7% | -52.1% | +43.4% | -2.7% |
| YTD | +49.0% | -25.9% | +74.9% | +48.6% |
| 1Y | +54.0% | -8.5% | +62.5% | +48.5% |
| 3Y | +211.6% | +165.5% | +46.1% | +151.6% |
| All | +696.8% | +210.8% | +486.1% | +568.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling