+970.7%
ATI vs GTLB
-49.4%
+1,020.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -3.8% |
| 7D | +4.2% | -0.7% | +4.9% | +4.2% |
| 30D | -2.5% | -10.2% | +7.7% | -1.7% |
| 3M | -19.4% | +10.1% | -29.5% | -20.3% |
| 6M | +11.1% | +116.5% | -105.4% | +3.0% |
| YTD | +59.5% | +27.2% | +32.4% | +54.5% |
| 1Y | +85.8% | +8.6% | +77.2% | +82.7% |
| 3Y | +311.9% | +5.6% | +306.3% | +298.9% |
| 5Y | +963.2% | -61.8% | +1,025.1% | +925.2% |
| All | +970.7% | -49.4% | +1,020.1% | +921.1% |
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