-17.5%
GFS vs ATI
+328.8%
-346.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +4.2% |
| 7D | +6.2% | +4.7% | +1.5% | +4.2% |
| 30D | -11.4% | -0.2% | -11.1% | -11.3% |
| 3M | -15.5% | -18.5% | +3.0% | -7.3% |
| 6M | -42.6% | +16.4% | -59.0% | -46.1% |
| YTD | +23.2% | +63.4% | -40.2% | +0.7% |
| 1Y | +23.6% | +91.5% | -67.9% | -5.2% |
| All | -17.5% | +328.8% | -346.3% | -55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling