+425.2%
FTAI vs GPN
-27.4%
+452.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | -5.2% | -4.3% | -0.9% | -4.0% |
| 30D | -17.9% | 0.0% | -17.9% | -18.2% |
| 3M | -22.7% | +35.8% | -58.6% | -31.4% |
| 6M | -28.0% | +22.0% | -50.0% | -33.9% |
| YTD | -5.0% | +15.2% | -20.2% | -11.7% |
| 1Y | +10.4% | +3.5% | +6.9% | +7.1% |
| 3Y | +425.2% | -26.9% | +452.2% | +441.5% |
| All | +425.2% | -27.4% | +452.6% | +441.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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