+584.0%
GH vs ATI
+328.8%
+255.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.2% |
| 7D | -8.2% | +4.7% | -12.9% | -9.4% |
| 30D | -4.9% | -0.2% | -4.7% | -5.1% |
| 3M | -6.2% | -18.5% | +12.2% | -0.8% |
| 6M | +60.0% | +16.4% | +43.7% | +49.4% |
| YTD | +51.5% | +63.4% | -11.9% | +24.3% |
| 1Y | +58.4% | +91.5% | -33.1% | +22.6% |
| All | +584.0% | +328.8% | +255.1% | +258.6% |
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