+361.5%
FTAI vs GLDM
+104.2%
+257.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.8% | +11.8% | +11.4% |
| 7D | -3.7% | +4.7% | -8.4% | -6.5% |
| 30D | +3.1% | -0.9% | +4.0% | +3.3% |
| 3M | -18.3% | -4.3% | -14.0% | -16.4% |
| 6M | -36.6% | -13.4% | -23.2% | -31.5% |
| YTD | -7.9% | -5.8% | -2.1% | -5.3% |
| 1Y | +12.0% | +2.1% | +9.9% | +10.9% |
| 3Y | +361.5% | +105.0% | +256.5% | +235.2% |
| All | +361.5% | +104.2% | +257.3% | +235.2% |
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 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