+587.4%
ATI vs GGLL
+328.4%
+259.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +3.2% | +1.9% | +1.3% | +2.8% |
| 30D | -9.0% | -9.7% | +0.7% | -7.3% |
| 3M | +15.1% | -18.0% | +33.1% | +18.1% |
| 6M | +38.1% | +15.3% | +22.9% | +30.6% |
| YTD | +80.7% | +2.2% | +78.5% | +74.1% |
| 1Y | +167.5% | +73.1% | +94.4% | +127.9% |
| 3Y | +366.0% | +242.7% | +123.3% | +221.0% |
| All | +587.4% | +328.4% | +259.0% | +354.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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