+425.2%
FTAI vs GFS
-19.7%
+445.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.2% | +1.2% | +2.6% |
| 7D | -5.2% | +3.8% | -9.1% | -6.5% |
| 30D | -17.9% | -11.7% | -6.2% | -14.3% |
| 3M | -22.7% | -41.8% | +19.0% | -7.9% |
| 6M | -28.0% | +6.6% | -34.7% | -30.6% |
| YTD | -5.0% | +34.6% | -39.6% | -16.1% |
| 1Y | +10.4% | +46.2% | -35.8% | -5.3% |
| 3Y | +425.2% | -20.3% | +445.6% | +400.2% |
| All | +425.2% | -19.7% | +445.0% | +400.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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