+1,071.3%
ATI vs GFI
+1,885.4%
-814.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | -5.6% | -4.9% | -0.8% | -4.9% |
| 30D | -13.7% | +10.7% | -24.5% | -15.3% |
| 3M | -0.4% | +25.6% | -26.0% | -4.7% |
| 6M | +26.2% | -8.3% | +34.5% | +26.9% |
| YTD | +73.2% | +6.3% | +66.9% | +68.9% |
| 1Y | +161.6% | +22.1% | +139.5% | +147.6% |
| 3Y | +346.2% | +289.2% | +57.0% | +234.8% |
| 5Y | +1,047.6% | +531.7% | +516.0% | +661.0% |
| 10Y | +1,130.0% | +1,043.8% | +86.2% | +526.5% |
| All | +1,071.3% | +1,885.4% | -814.1% | +540.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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