+1,785.9%
FTAI vs GLDM
+248.1%
+1,537.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | +0.7% | -0.5% | +1.2% | +0.9% |
| 30D | -12.1% | +4.4% | -16.5% | -13.3% |
| 3M | -21.3% | -1.1% | -20.3% | -21.1% |
| 6M | -30.2% | -13.7% | -16.6% | -27.4% |
| YTD | +0.3% | +2.8% | -2.5% | -0.1% |
| 1Y | +27.2% | +24.8% | +2.3% | +22.0% |
| 3Y | +443.9% | +127.8% | +316.1% | +374.0% |
| 5Y | +853.5% | +141.1% | +712.4% | +716.9% |
| All | +1,785.9% | +248.1% | +1,537.7% | +1,534.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling