+1,063.7%
ATI vs GTLB
-49.8%
+1,113.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.7% | -3.8% |
| 7D | -2.7% | -4.1% | +1.4% | -2.4% |
| 30D | -13.5% | +12.3% | -25.8% | -14.5% |
| 3M | +8.5% | +65.9% | -57.4% | +3.4% |
| 6M | +25.2% | +104.0% | -78.8% | +16.3% |
| YTD | +73.4% | +26.0% | +47.4% | +68.3% |
| 1Y | +160.5% | -3.5% | +164.0% | +159.4% |
| 3Y | +347.3% | -9.6% | +356.9% | +339.0% |
| All | +1,063.7% | -49.8% | +1,113.6% | +1,012.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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