+437.3%
GS vs FTAI
+2,364.0%
-1,926.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.0% | -11.3% | -2.7% |
| 7D | -3.2% | -3.7% | +0.5% | -2.8% |
| 30D | -2.4% | +3.1% | -5.5% | -3.9% |
| 3M | -15.7% | -18.3% | +2.6% | -13.1% |
| 6M | -6.8% | -36.6% | +29.9% | +0.8% |
| YTD | -0.1% | -7.9% | +7.9% | -1.7% |
| 1Y | +12.1% | +12.0% | +0.1% | +5.2% |
| 3Y | +185.8% | +361.5% | -175.7% | +69.7% |
| 5Y | +140.1% | +819.9% | -679.8% | +14.0% |
| 10Y | +505.2% | +2,737.4% | -2,232.2% | +106.4% |
| All | +437.3% | +2,364.0% | -1,926.7% | +85.5% |
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