+401.3%
GH vs ATI
+638.9%
-237.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.4% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | -1.1% | +2.7% | -3.8% | -1.9% |
| 3M | +21.3% | +16.3% | +5.0% | +16.7% |
| 6M | +73.5% | +30.2% | +43.3% | +62.2% |
| YTD | +58.0% | +83.6% | -25.5% | +36.7% |
| 1Y | +163.1% | +173.0% | -10.0% | +106.7% |
| 3Y | +361.0% | +356.6% | +4.4% | +219.4% |
| 5Y | +22.5% | +1,074.2% | -1,051.7% | -28.3% |
| All | +401.3% | +638.9% | -237.6% | +226.7% |
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 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