+188.5%
GD vs ATI
+1,108.2%
-919.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.1% | -1.5% |
| 7D | -5.0% | +6.2% | -11.1% | -6.2% |
| 30D | +8.9% | -7.1% | +16.0% | +10.1% |
| 3M | -8.0% | -21.3% | +13.3% | -4.1% |
| 6M | +2.9% | +6.5% | -3.6% | +0.4% |
| YTD | +7.1% | +53.2% | -46.1% | -3.8% |
| 1Y | +5.9% | +82.7% | -76.8% | -8.4% |
| 3Y | +53.9% | +314.3% | -260.4% | +7.2% |
| 5Y | +95.4% | +890.9% | -795.5% | +8.2% |
| All | +188.5% | +1,108.2% | -919.7% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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