+507.1%
ATI vs GGLL
+210.8%
+296.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.3% |
| 7D | +4.2% | +7.7% | -3.5% | +2.8% |
| 30D | -2.5% | -30.2% | +27.7% | +3.1% |
| 3M | -19.4% | -31.3% | +11.8% | -14.8% |
| 6M | +11.1% | -52.1% | +63.2% | +24.7% |
| YTD | +59.5% | -25.9% | +85.4% | +60.9% |
| 1Y | +85.8% | -8.5% | +94.2% | +78.4% |
| 3Y | +311.9% | +165.5% | +146.4% | +193.8% |
| All | +507.1% | +210.8% | +296.3% | +319.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling