+138.9%
GLD vs FTAI
+891.0%
-752.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +0.7% | +3.9% | -3.2% | +0.5% |
| 30D | +0.3% | -8.8% | +9.2% | +0.7% |
| 3M | +0.6% | -14.5% | +15.1% | +1.2% |
| 6M | -15.6% | -24.0% | +8.4% | -14.8% |
| YTD | +0.9% | +0.5% | +0.4% | +0.8% |
| 1Y | +19.4% | +19.1% | +0.3% | +18.6% |
| 3Y | +124.5% | +460.7% | -336.3% | +108.5% |
| 5Y | +138.9% | +947.3% | -808.4% | +113.6% |
| All | +138.9% | +891.0% | -752.1% | +113.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling