+71.8%
GH vs ATI
+86.4%
-14.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.6% |
| 7D | -7.7% | +8.3% | -16.0% | -8.8% |
| 30D | -10.0% | -7.3% | -2.7% | -9.0% |
| 3M | +5.5% | -10.5% | +16.0% | +6.9% |
| 6M | +84.9% | +16.4% | +68.5% | +74.0% |
| YTD | +65.0% | +56.1% | +9.0% | +45.8% |
| 1Y | +71.8% | +86.5% | -14.7% | +45.8% |
| All | +71.8% | +86.4% | -14.6% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling