+606.9%
GEV vs ATI
+292.9%
+314.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -1.1% |
| 7D | -1.9% | -2.7% | +0.8% | -0.7% |
| 30D | -8.7% | -13.5% | +4.8% | -2.2% |
| 3M | +6.6% | +8.5% | -1.9% | +2.2% |
| 6M | +10.2% | +25.2% | -15.0% | -2.1% |
| YTD | +41.6% | +73.4% | -31.8% | +8.0% |
| 1Y | +43.9% | +160.5% | -116.6% | -9.1% |
| All | +606.9% | +292.9% | +314.0% | +290.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling