+2,443.2%
FTAI vs GWRE
+171.0%
+2,272.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.2% |
| 7D | -5.2% | -13.2% | +8.0% | -1.8% |
| 30D | -17.9% | -18.6% | +0.7% | -14.4% |
| 3M | -22.7% | +18.9% | -41.6% | -28.8% |
| 6M | -28.0% | -11.0% | -17.1% | -29.5% |
| YTD | -5.0% | -29.9% | +24.9% | -0.3% |
| 1Y | +10.4% | -44.3% | +54.7% | +25.8% |
| 3Y | +425.2% | +51.7% | +373.6% | +308.2% |
| 5Y | +890.3% | +15.4% | +874.9% | +715.8% |
| 10Y | +3,106.5% | +129.4% | +2,977.1% | +2,058.8% |
| All | +2,443.2% | +171.0% | +2,272.2% | +1,575.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling