+663.9%
FTI vs GGLL
+188.6%
+475.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +3.0% |
| 7D | -7.6% | +3.1% | -10.7% | -7.9% |
| 30D | -7.1% | -36.3% | +29.2% | -3.2% |
| 3M | -8.7% | -40.4% | +31.7% | -4.4% |
| 6M | -14.0% | -54.6% | +40.6% | -7.9% |
| YTD | +42.8% | -31.1% | +74.0% | +43.5% |
| 1Y | +50.4% | -19.2% | +69.6% | +47.0% |
| 3Y | +194.1% | +151.5% | +42.6% | +139.1% |
| All | +663.9% | +188.6% | +475.3% | +545.9% |
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 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