+327.8%
ATI vs GGLL
+172.3%
+155.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +0.8% |
| 7D | +13.0% | +11.5% | +1.4% | +10.9% |
| 30D | +0.2% | -31.2% | +31.4% | +6.0% |
| 3M | -17.5% | -28.7% | +11.2% | -13.6% |
| 6M | +18.1% | -47.2% | +65.3% | +29.5% |
| YTD | +65.7% | -24.3% | +90.0% | +65.9% |
| 1Y | +91.9% | -12.0% | +103.9% | +85.3% |
| All | +327.8% | +172.3% | +155.5% | +225.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling