+3,076.9%
FTAI vs GWW
+570.2%
+2,506.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.0% |
| 7D | -5.2% | -3.4% | -1.8% | -3.8% |
| 30D | -17.9% | -1.9% | -16.0% | -17.2% |
| 3M | -22.7% | -2.4% | -20.3% | -22.1% |
| 6M | -28.0% | +15.7% | -43.7% | -32.3% |
| YTD | -5.0% | +27.6% | -32.5% | -14.6% |
| 1Y | +10.4% | +27.2% | -16.8% | -1.0% |
| 3Y | +425.2% | +89.7% | +335.6% | +302.0% |
| 5Y | +890.3% | +223.9% | +666.4% | +520.0% |
| All | +3,076.9% | +570.2% | +2,506.8% | +1,630.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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