+3,076.9%
FTAI vs GWRE
+131.0%
+2,945.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.2% |
| 7D | -5.2% | -13.2% | +8.0% | -1.7% |
| 30D | -17.9% | -18.6% | +0.7% | -14.4% |
| 3M | -22.7% | +18.9% | -41.6% | -28.9% |
| 6M | -28.0% | -11.0% | -17.1% | -29.5% |
| YTD | -5.0% | -29.9% | +24.9% | 0.0% |
| 1Y | +10.4% | -44.3% | +54.7% | +26.7% |
| 3Y | +425.2% | +51.7% | +373.6% | +301.9% |
| 5Y | +890.3% | +15.4% | +874.9% | +708.0% |
| All | +3,076.9% | +131.0% | +2,945.9% | +2,085.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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