+47.0%
GH vs ATI
+974.7%
-927.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.2% |
| 3M | -6.2% | -18.5% | +12.2% | -1.0% |
| 6M | +60.0% | +16.4% | +43.7% | +49.9% |
| YTD | +51.5% | +63.4% | -11.9% | +25.7% |
| 1Y | +58.4% | +91.5% | -33.1% | +24.5% |
| 3Y | +617.2% | +329.2% | +288.0% | +308.4% |
| 5Y | +47.0% | +966.7% | -919.7% | -25.1% |
| All | +47.0% | +974.7% | -927.7% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling