+482.9%
ATI vs GGLL
+188.6%
+294.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +3.0% | +4.2% |
| 7D | +6.2% | +3.1% | +3.1% | +5.6% |
| 30D | -7.1% | -36.3% | +29.2% | -0.1% |
| 3M | -21.3% | -40.4% | +19.0% | -14.7% |
| 6M | +6.5% | -54.6% | +61.1% | +20.4% |
| YTD | +53.2% | -31.1% | +84.3% | +56.6% |
| 1Y | +82.7% | -19.2% | +101.9% | +79.4% |
| 3Y | +314.3% | +151.5% | +162.8% | +198.1% |
| All | +482.9% | +188.6% | +294.2% | +308.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling