+17.2%
GFS vs ATI
+86.5%
-69.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +1.0% |
| 7D | -5.3% | +1.3% | -6.6% | -5.9% |
| 30D | -15.8% | -4.8% | -11.0% | -13.2% |
| 3M | -18.6% | -19.9% | +1.3% | -6.2% |
| 6M | -45.0% | +15.4% | -60.3% | -49.2% |
| YTD | +16.8% | +59.2% | -42.4% | -6.8% |
| All | +17.2% | +86.5% | -69.3% | -9.5% |
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