+642.6%
GS vs FTAI
+3,258.4%
-2,615.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +3.4% | +3.9% | -0.5% | +2.5% |
| 30D | +0.2% | -8.8% | +9.0% | +2.1% |
| 3M | -0.3% | -14.5% | +14.1% | +2.4% |
| 6M | +27.4% | -24.0% | +51.4% | +32.6% |
| YTD | +19.6% | +0.5% | +19.2% | +16.6% |
| 1Y | +42.5% | +19.1% | +23.4% | +32.4% |
| 3Y | +240.4% | +460.7% | -220.3% | +87.6% |
| 5Y | +188.9% | +947.3% | -758.4% | +27.1% |
| 10Y | +642.6% | +3,244.4% | -2,601.8% | +135.7% |
| All | +642.6% | +3,258.4% | -2,615.9% | +135.7% |
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 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