+376.6%
GH vs ATI
+341.5%
+35.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.3% | -1.1% |
| 7D | -1.2% | -2.7% | +1.5% | -0.4% |
| 30D | -3.7% | -13.5% | +9.8% | +0.8% |
| 3M | +21.7% | +8.5% | +13.2% | +17.2% |
| 6M | +75.7% | +25.2% | +50.6% | +60.2% |
| YTD | +55.7% | +73.4% | -17.7% | +25.9% |
| 1Y | +181.1% | +160.5% | +20.6% | +92.0% |
| All | +376.6% | +341.5% | +35.0% | +153.6% |
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