+55.0%
GH vs ATI
+18.9%
+36.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.2% |
| 7D | +0.9% | +13.0% | -12.0% | -1.2% |
| 30D | -4.5% | +0.2% | -4.6% | -4.7% |
| 3M | -6.2% | -17.5% | +11.3% | -2.6% |
| 6M | +55.0% | +18.1% | +36.8% | +36.7% |
| All | +55.0% | +18.9% | +36.1% | +36.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling