-30.1%
GFS vs ATI
+959.5%
-989.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -1.1% |
| 7D | +7.4% | +4.2% | +3.2% | +5.6% |
| 30D | -15.3% | -2.5% | -12.7% | -14.3% |
| 3M | -21.1% | -19.4% | -1.7% | -14.0% |
| 6M | -44.5% | +11.1% | -55.6% | -46.5% |
| YTD | +19.2% | +59.5% | -40.3% | +0.4% |
| 1Y | +27.2% | +85.8% | -58.5% | +1.3% |
| 3Y | -20.1% | +311.9% | -332.0% | -54.3% |
| All | -30.1% | +959.5% | -989.7% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling