+425.2%
FTAI vs GNRC
+61.6%
+363.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.9% | +0.4% | +2.0% |
| 7D | -5.2% | -0.2% | -5.0% | -5.1% |
| 30D | -17.9% | -15.7% | -2.2% | -11.1% |
| 3M | -22.7% | -27.3% | +4.6% | -11.1% |
| 6M | -28.0% | -12.1% | -16.0% | -24.3% |
| YTD | -5.0% | +37.1% | -42.1% | -19.0% |
| 1Y | +10.4% | -0.5% | +10.9% | +7.5% |
| 3Y | +425.2% | +61.5% | +363.7% | +328.9% |
| All | +425.2% | +61.6% | +363.6% | +328.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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