+425.2%
FTAI vs GTLB
-10.9%
+436.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.4% |
| 7D | -5.2% | -5.7% | +0.5% | -4.4% |
| 30D | -17.9% | +15.1% | -33.1% | -19.9% |
| 3M | -22.7% | +65.5% | -88.2% | -29.3% |
| 6M | -28.0% | +102.9% | -130.9% | -37.5% |
| YTD | -5.0% | +25.2% | -30.2% | -9.1% |
| 1Y | +10.4% | -5.5% | +15.9% | +12.1% |
| 3Y | +425.2% | -10.9% | +436.1% | +408.7% |
| All | +425.2% | -10.9% | +436.1% | +408.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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