+371.1%
GH vs ATI
+542.2%
-171.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -1.2% |
| 7D | +0.6% | +4.2% | -3.6% | -0.3% |
| 30D | -6.9% | -2.5% | -4.4% | -6.6% |
| 3M | -4.9% | -19.4% | +14.5% | -0.9% |
| 6M | +54.1% | +11.1% | +43.0% | +49.0% |
| YTD | +48.5% | +59.5% | -11.0% | +31.8% |
| 1Y | +61.2% | +85.8% | -24.6% | +38.2% |
| 3Y | +570.3% | +311.9% | +258.4% | +373.9% |
| 5Y | +46.1% | +963.2% | -917.1% | -12.5% |
| All | +371.1% | +542.2% | -171.1% | +215.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling