+2,975.0%
FTAI vs GPC
+87.0%
+2,887.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.4% |
| 7D | -9.7% | -1.8% | -7.9% | -9.0% |
| 30D | -20.0% | +0.1% | -20.1% | -20.2% |
| 3M | -20.1% | +37.4% | -57.4% | -32.2% |
| 6M | -33.3% | +25.4% | -58.7% | -40.7% |
| YTD | -8.0% | +12.2% | -20.2% | -15.3% |
| 1Y | +8.0% | -0.3% | +8.3% | +4.9% |
| 3Y | +413.4% | -1.6% | +415.0% | +378.1% |
| 5Y | +858.6% | +31.0% | +827.6% | +662.0% |
| All | +2,975.0% | +87.0% | +2,887.9% | +1,934.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling