+5.9%
GD vs ATI
+81.8%
-75.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.1% | -1.1% |
| 7D | -5.0% | +6.2% | -11.1% | -5.5% |
| 30D | +8.9% | -7.1% | +16.0% | +9.3% |
| 3M | -8.0% | -21.3% | +13.3% | -6.1% |
| 6M | +2.9% | +6.5% | -3.6% | +0.9% |
| YTD | +7.1% | +53.2% | -46.1% | -7.8% |
| 1Y | +5.9% | +82.7% | -76.8% | -14.7% |
| All | +5.9% | +81.8% | -75.8% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling