+23.6%
GFS vs ATI
+91.4%
-67.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +3.8% |
| 7D | +6.2% | +4.7% | +1.5% | +3.4% |
| 30D | -11.4% | -0.2% | -11.1% | -11.3% |
| 3M | -15.5% | -18.5% | +3.0% | -3.6% |
| 6M | -42.6% | +16.4% | -59.0% | -47.5% |
| YTD | +23.2% | +63.4% | -40.2% | -3.3% |
| 1Y | +23.6% | +91.5% | -67.9% | -6.1% |
| All | +23.6% | +91.4% | -67.8% | -6.1% |
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