+896.6%
FTAI vs GTLB
-50.8%
+947.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.1% | -5.6% |
| 7D | -0.2% | -6.6% | +6.4% | +0.8% |
| 30D | -13.6% | +13.7% | -27.4% | -15.6% |
| 3M | -20.6% | +52.9% | -73.5% | -26.1% |
| 6M | -32.6% | +88.5% | -121.1% | -40.1% |
| YTD | -5.4% | +23.4% | -28.8% | -10.2% |
| 1Y | +12.9% | -3.8% | +16.7% | +11.1% |
| 3Y | +428.1% | -11.5% | +439.6% | +408.1% |
| All | +896.6% | -50.8% | +947.4% | +858.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling