-34.7%
GFS vs ATI
+871.8%
-906.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.4% | +1.8% | +4.4% |
| 7D | -7.8% | +6.2% | -14.0% | -9.9% |
| 30D | -19.7% | -7.1% | -12.6% | -17.2% |
| 3M | -23.1% | -21.3% | -1.8% | -15.3% |
| 6M | -46.4% | +6.5% | -52.9% | -47.4% |
| YTD | +11.0% | +53.2% | -42.1% | -5.0% |
| 1Y | +12.6% | +82.7% | -70.1% | -9.6% |
| 3Y | -24.9% | +314.3% | -339.3% | -57.1% |
| All | -34.7% | +871.8% | -906.4% | -69.8% |
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 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