+1,789.8%
FTAI vs GLDM
+242.2%
+1,547.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.8% |
| 7D | +3.9% | +0.7% | +3.2% | +3.7% |
| 30D | -8.8% | +0.3% | -9.2% | -8.9% |
| 3M | -14.5% | +0.7% | -15.2% | -14.7% |
| 6M | -24.0% | -15.4% | -8.6% | -20.4% |
| YTD | +0.5% | +1.0% | -0.5% | +0.7% |
| 1Y | +19.1% | +19.7% | -0.6% | +15.5% |
| 3Y | +460.7% | +126.5% | +334.2% | +391.0% |
| 5Y | +947.3% | +142.5% | +804.8% | +803.1% |
| All | +1,789.8% | +242.2% | +1,547.6% | +1,547.2% |
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