-2.4%
GFS vs ATI
+1,240.9%
-1,243.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +0.3% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | -8.6% | +2.7% | -11.3% | -9.7% |
| 3M | -46.5% | +16.3% | -62.9% | -49.5% |
| 6M | -4.8% | +30.2% | -35.0% | -14.2% |
| YTD | +29.7% | +83.6% | -53.9% | +3.2% |
| 1Y | +35.8% | +173.0% | -137.2% | -7.0% |
| 3Y | -18.3% | +356.6% | -375.0% | -55.5% |
| All | -2.4% | +1,240.9% | -1,243.3% | -57.4% |
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