+359.0%
GLW vs FTAI
+369.5%
-10.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | +0.3% |
| 7D | +15.5% | +12.9% | +2.7% | +11.9% |
| 30D | -19.6% | +9.9% | -29.4% | -21.7% |
| 3M | -28.5% | -19.1% | -9.4% | -25.0% |
| 6M | -39.5% | -30.9% | -8.7% | -34.4% |
| YTD | +37.2% | -6.3% | +43.5% | +41.8% |
| 1Y | +35.4% | +20.0% | +15.4% | +35.2% |
| All | +359.0% | +369.5% | -10.5% | +212.3% |
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