+211.6%
GLD vs FTAI
+2,518.4%
-2,306.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.2% |
| 7D | -2.0% | +6.7% | -8.6% | -2.2% |
| 30D | -4.4% | +15.7% | -20.2% | -5.0% |
| 3M | -8.9% | -14.9% | +6.0% | -8.7% |
| 6M | -16.0% | -31.4% | +15.4% | -15.4% |
| YTD | -7.9% | -2.1% | -5.7% | -8.0% |
| 1Y | -3.9% | +23.6% | -27.5% | -4.4% |
| 3Y | +103.4% | +383.8% | -280.3% | +97.7% |
| 5Y | +109.7% | +913.3% | -803.6% | +101.6% |
| 10Y | +211.8% | +2,831.2% | -2,619.4% | +198.9% |
| All | +211.6% | +2,518.4% | -2,306.8% | +195.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling