+393.9%
GH vs ATI
+598.0%
-204.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.3% | -1.5% |
| 7D | -1.2% | -2.7% | +1.5% | -0.7% |
| 30D | -3.7% | -13.5% | +9.8% | -0.7% |
| 3M | +21.7% | +8.5% | +13.2% | +18.9% |
| 6M | +75.7% | +25.2% | +50.6% | +65.8% |
| YTD | +55.7% | +73.4% | -17.7% | +36.4% |
| 1Y | +181.1% | +160.5% | +20.6% | +123.3% |
| 3Y | +371.6% | +347.3% | +24.3% | +228.6% |
| 5Y | +23.2% | +1,049.0% | -1,025.8% | -27.5% |
| All | +393.9% | +598.0% | -204.1% | +225.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling