+12.6%
GFS vs ATI
+81.8%
-69.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.4% | +1.8% | +3.4% |
| 7D | -7.8% | +6.2% | -14.0% | -11.0% |
| 30D | -19.7% | -7.1% | -12.6% | -15.9% |
| 3M | -23.1% | -21.3% | -1.8% | -10.4% |
| 6M | -46.4% | +6.5% | -52.9% | -48.3% |
| YTD | +11.0% | +53.2% | -42.1% | -8.7% |
| 1Y | +12.6% | +82.7% | -70.1% | -11.0% |
| All | +12.6% | +81.8% | -69.1% | -11.0% |
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