+1,663.9%
FTAI vs GH
+486.6%
+1,177.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.1% | -6.9% | -6.0% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -13.6% | -2.6% | -11.0% | -13.3% |
| 3M | -20.6% | +25.1% | -45.7% | -24.0% |
| 6M | -32.6% | +78.5% | -111.1% | -39.5% |
| YTD | -5.4% | +59.4% | -64.7% | -13.5% |
| 1Y | +12.9% | +173.9% | -161.0% | -6.3% |
| 3Y | +428.1% | +382.7% | +45.4% | +281.4% |
| 5Y | +863.0% | +24.4% | +838.6% | +678.8% |
| All | +1,663.9% | +486.6% | +1,177.3% | +1,054.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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