+2,432.1%
FTAI vs GSK
+86.6%
+2,345.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.0% | -5.9% |
| 7D | -0.2% | -3.6% | +3.4% | +1.0% |
| 30D | -13.6% | -5.9% | -7.7% | -11.9% |
| 3M | -20.6% | -4.3% | -16.3% | -19.7% |
| 6M | -32.6% | -10.8% | -21.8% | -30.1% |
| YTD | -5.4% | +1.8% | -7.2% | -6.5% |
| 1Y | +12.9% | +23.5% | -10.6% | +3.8% |
| 3Y | +428.1% | +49.5% | +378.6% | +342.2% |
| 5Y | +863.0% | +49.7% | +813.3% | +693.0% |
| 10Y | +3,092.6% | +81.9% | +3,010.7% | +2,360.7% |
| All | +2,432.1% | +86.6% | +2,345.5% | +1,795.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 all: compounded portfolio wealth divided by compounded GSK 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…
all analysis · Full analysis span regression · 6 months rolling