+425.2%
FTAI vs GWRE
+50.1%
+375.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.2% |
| 7D | -5.2% | -13.2% | +8.0% | -3.6% |
| 30D | -17.9% | -18.6% | +0.7% | -16.2% |
| 3M | -22.7% | +18.9% | -41.6% | -26.1% |
| 6M | -28.0% | -11.0% | -17.1% | -27.6% |
| YTD | -5.0% | -29.9% | +24.9% | +3.5% |
| 1Y | +10.4% | -44.3% | +54.7% | +32.4% |
| 3Y | +425.2% | +51.7% | +373.6% | +310.9% |
| All | +425.2% | +50.1% | +375.1% | +310.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling