+1,810.4%
FTAI vs GLDM
+225.0%
+1,585.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.9% | +8.4% | +9.6% |
| 7D | +0.5% | +5.0% | -4.4% | -1.3% |
| 30D | +17.0% | -1.3% | +18.3% | +17.4% |
| 3M | -7.8% | -4.7% | -3.1% | -6.2% |
| 6M | -26.2% | -12.4% | -13.8% | -22.8% |
| YTD | +1.6% | -4.1% | +5.6% | +3.6% |
| 1Y | +22.2% | +3.3% | +18.8% | +22.5% |
| 3Y | +415.7% | +110.9% | +304.7% | +360.7% |
| 5Y | +932.0% | +124.8% | +807.2% | +805.7% |
| All | +1,810.4% | +225.0% | +1,585.3% | +1,595.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling