+377.4%
GH vs ATI
+361.7%
+15.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | -2.1% | +3.2% | -5.3% | -3.1% |
| 30D | -4.5% | -9.0% | +4.6% | -1.7% |
| 3M | +28.9% | +15.1% | +13.8% | +21.8% |
| 6M | +76.5% | +38.1% | +38.4% | +55.6% |
| YTD | +57.6% | +80.7% | -23.0% | +25.7% |
| 1Y | +167.5% | +167.5% | 0.0% | +81.3% |
| 3Y | +377.4% | +366.0% | +11.4% | +151.9% |
| All | +377.4% | +361.7% | +15.7% | +151.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling