+408.4%
FTAI vs GAP
+103.6%
+304.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.3% |
| 7D | -9.7% | -6.3% | -3.4% | -8.4% |
| 30D | -20.0% | -0.2% | -19.8% | -20.2% |
| 3M | -20.1% | 0.0% | -20.1% | -20.5% |
| 6M | -33.3% | -8.1% | -25.2% | -32.5% |
| YTD | -8.0% | -16.5% | +8.5% | -5.4% |
| 1Y | +8.0% | -10.5% | +18.4% | +9.0% |
| All | +408.4% | +103.6% | +304.8% | +350.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3y: compounded portfolio wealth divided by compounded GAP 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…
3y analysis · Full analysis span regression · 6 months rolling