+354.3%
FTAI vs GLDM
+99.9%
+254.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +0.2% | -4.6% | +4.8% | +3.1% |
| 30D | +10.7% | -5.5% | +16.1% | +14.1% |
| 3M | -16.4% | -10.9% | -5.6% | -10.8% |
| 6M | -32.2% | -17.3% | -14.9% | -24.7% |
| YTD | -7.7% | -10.2% | +2.4% | -2.4% |
| 1Y | +18.7% | -6.9% | +25.7% | +23.4% |
| 3Y | +354.3% | +98.7% | +255.7% | +240.9% |
| All | +354.3% | +99.9% | +254.4% | +240.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling