+908.9%
FTAI vs GFI
+538.3%
+370.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +3.1% |
| 7D | -5.2% | -2.7% | -2.5% | -4.7% |
| 30D | -17.9% | +13.2% | -31.2% | -19.7% |
| 3M | -22.7% | +28.5% | -51.2% | -26.4% |
| 6M | -28.0% | -6.2% | -21.8% | -27.9% |
| YTD | -5.0% | +8.7% | -13.7% | -6.9% |
| 1Y | +10.4% | +24.8% | -14.5% | +6.3% |
| 3Y | +425.2% | +298.0% | +127.2% | +351.3% |
| All | +908.9% | +538.3% | +370.7% | +742.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling