+820.4%
FTAI vs GFS
-2.1%
+822.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.9% | -7.7% | -6.4% |
| 7D | -0.2% | +4.5% | -4.7% | -1.6% |
| 30D | -13.6% | -8.2% | -5.5% | -11.2% |
| 3M | -20.6% | -38.9% | +18.3% | -7.9% |
| 6M | -32.6% | -2.9% | -29.7% | -32.9% |
| YTD | -5.4% | +31.8% | -37.1% | -15.0% |
| 1Y | +12.9% | +43.1% | -30.3% | -1.3% |
| 3Y | +428.1% | -20.6% | +448.8% | +419.7% |
| All | +820.4% | -2.1% | +822.5% | +779.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling