+908.9%
FTAI vs GME
-56.3%
+965.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.7% | -0.4% | +3.0% |
| 7D | -5.2% | +10.4% | -15.6% | -5.9% |
| 30D | -17.9% | +14.1% | -32.0% | -18.7% |
| 3M | -22.7% | -4.6% | -18.1% | -22.6% |
| 6M | -28.0% | -13.5% | -14.5% | -27.4% |
| YTD | -5.0% | +5.3% | -10.3% | -5.7% |
| 1Y | +10.4% | -14.9% | +25.3% | +11.2% |
| 3Y | +425.2% | +24.3% | +401.0% | +364.4% |
| All | +908.9% | -56.3% | +965.3% | +843.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling