+824.4%
FTAI vs GFS
0.0%
+824.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.2% | +1.2% | +2.6% |
| 7D | -5.2% | +3.8% | -9.1% | -6.4% |
| 30D | -17.9% | -11.7% | -6.2% | -14.6% |
| 3M | -22.7% | -41.8% | +19.0% | -9.0% |
| 6M | -28.0% | +6.6% | -34.7% | -30.4% |
| YTD | -5.0% | +34.6% | -39.6% | -15.2% |
| 1Y | +10.4% | +46.2% | -35.8% | -4.1% |
| 3Y | +425.2% | -20.3% | +445.6% | +415.9% |
| All | +824.4% | 0.0% | +824.4% | +777.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling