+425.2%
FTAI vs GDDY
+30.8%
+394.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.6% | +3.2% |
| 7D | -5.2% | -3.2% | -2.0% | -5.0% |
| 30D | -17.9% | +6.8% | -24.7% | -18.7% |
| 3M | -22.7% | +30.5% | -53.2% | -27.2% |
| 6M | -28.0% | +13.3% | -41.3% | -30.9% |
| YTD | -5.0% | -21.0% | +16.0% | +2.4% |
| 1Y | +10.4% | -34.0% | +44.4% | +27.9% |
| 3Y | +425.2% | +33.1% | +392.2% | +398.4% |
| All | +425.2% | +30.8% | +394.5% | +398.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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