+425.2%
FTAI vs GME
+18.5%
+406.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.7% | -0.4% | +3.2% |
| 7D | -5.2% | +10.4% | -15.6% | -5.6% |
| 30D | -17.9% | +14.1% | -32.0% | -18.4% |
| 3M | -22.7% | -4.6% | -18.1% | -22.7% |
| 6M | -28.0% | -13.5% | -14.5% | -27.7% |
| YTD | -5.0% | +5.3% | -10.3% | -5.3% |
| 1Y | +10.4% | -14.9% | +25.3% | +10.9% |
| 3Y | +425.2% | +24.3% | +401.0% | +440.4% |
| All | +425.2% | +18.5% | +406.7% | +440.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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