+380.9%
GH vs ATI
+567.0%
-186.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.3% |
| 7D | +0.9% | +13.0% | -12.0% | -1.7% |
| 30D | -4.5% | +0.2% | -4.6% | -4.7% |
| 3M | -6.2% | -17.5% | +11.3% | -2.8% |
| 6M | +55.0% | +18.1% | +36.8% | +47.8% |
| YTD | +51.6% | +65.7% | -14.1% | +33.5% |
| 1Y | +58.3% | +91.9% | -33.6% | +34.8% |
| 3Y | +617.6% | +335.2% | +282.4% | +401.6% |
| 5Y | +49.2% | +1,004.3% | -955.1% | -11.4% |
| All | +380.9% | +567.0% | -186.1% | +218.9% |
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