+3,076.9%
FTAI vs GFI
+1,066.8%
+2,010.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.6% | +3.5% |
| 7D | -5.2% | -4.9% | -0.4% | -4.7% |
| 30D | -17.9% | +10.7% | -28.6% | -18.9% |
| 3M | -22.7% | +25.6% | -48.4% | -24.8% |
| 6M | -28.0% | -8.3% | -19.8% | -27.7% |
| YTD | -5.0% | +6.3% | -11.3% | -5.9% |
| 1Y | +10.4% | +22.1% | -11.7% | +8.0% |
| 3Y | +425.2% | +289.2% | +136.0% | +369.7% |
| 5Y | +890.3% | +531.7% | +358.7% | +745.1% |
| All | +3,076.9% | +1,066.8% | +2,010.1% | +2,508.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling