+41.4%
FTV vs GGLL
+210.8%
-169.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | +3.9% | +7.7% | -3.8% | +3.0% |
| 30D | +18.7% | -30.2% | +48.9% | +23.0% |
| 3M | +10.0% | -31.3% | +41.3% | +14.0% |
| 6M | +14.6% | -52.1% | +66.6% | +23.6% |
| YTD | +23.4% | -25.9% | +49.3% | +23.1% |
| 1Y | +31.3% | -8.5% | +39.7% | +26.1% |
| 3Y | +39.8% | +165.5% | -125.7% | +3.4% |
| All | +41.4% | +210.8% | -169.4% | +0.7% |
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