+126.1%
GLD vs FTAI
+421.8%
-295.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.8% | +6.7% | +1.3% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +0.2% | -13.6% | +13.8% | +1.0% |
| 3M | +3.2% | -20.6% | +23.8% | +4.3% |
| 6M | -14.6% | -32.6% | +17.9% | -13.4% |
| YTD | +1.8% | -5.4% | +7.1% | +2.2% |
| 1Y | +20.7% | +12.9% | +7.9% | +20.6% |
| All | +126.1% | +421.8% | -295.7% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling