-24.9%
GFS vs ATI
+320.9%
-345.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.4% | +1.8% | +4.1% |
| 7D | -7.8% | +6.2% | -14.0% | -10.2% |
| 30D | -19.7% | -7.1% | -12.6% | -16.9% |
| 3M | -23.1% | -21.3% | -1.8% | -14.2% |
| 6M | -46.4% | +6.5% | -52.9% | -47.6% |
| YTD | +11.0% | +53.2% | -42.1% | -6.5% |
| 1Y | +12.6% | +82.7% | -70.1% | -11.6% |
| 3Y | -24.9% | +314.3% | -339.3% | -60.1% |
| All | -24.9% | +320.9% | -345.8% | -60.1% |
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 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