-21.3%
GFS vs ATI
+971.5%
-992.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -6.0% | -3.9% | -7.4% |
| 7D | -20.7% | -3.8% | -16.9% | -19.2% |
| 30D | -25.2% | -13.5% | -11.7% | -20.7% |
| 3M | -26.3% | -17.9% | -8.4% | -20.3% |
| 6M | -50.7% | +8.4% | -59.1% | -52.0% |
| YTD | +4.5% | +46.7% | -42.2% | -8.9% |
| 1Y | +2.5% | +74.5% | -72.0% | -16.3% |
| 3Y | -30.9% | +303.7% | -334.6% | -60.0% |
| 5Y | -42.6% | +848.9% | -891.6% | -71.9% |
| All | -21.3% | +971.5% | -992.9% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling