+296.0%
GDX vs FTAI
+3,098.4%
-2,802.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +0.7% |
| 7D | -2.2% | -5.2% | +3.0% | -1.5% |
| 30D | +6.8% | -17.9% | +24.7% | +9.5% |
| 3M | +24.9% | -22.7% | +47.7% | +28.9% |
| 6M | -4.2% | -28.0% | +23.8% | -0.6% |
| YTD | +13.2% | -5.0% | +18.2% | +13.9% |
| 1Y | +40.2% | +10.4% | +29.8% | +38.4% |
| 3Y | +249.6% | +425.2% | -175.6% | +177.1% |
| 5Y | +230.4% | +890.3% | -660.0% | +138.9% |
| All | +296.0% | +3,098.4% | -2,802.4% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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