-20.8%
GIS vs ATI
+1,155.5%
-1,176.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.6% | -3.0% |
| 7D | -8.4% | -2.7% | -5.7% | -8.4% |
| 30D | -5.2% | -13.5% | +8.3% | -4.9% |
| 3M | +8.2% | +8.5% | -0.4% | +7.9% |
| 6M | -12.0% | +25.2% | -37.2% | -12.6% |
| YTD | -18.9% | +73.4% | -92.3% | -20.1% |
| 1Y | -23.6% | +160.5% | -184.1% | -25.7% |
| 3Y | -37.6% | +347.3% | -384.9% | -40.9% |
| 5Y | -25.2% | +1,049.0% | -1,074.2% | -32.5% |
| All | -20.8% | +1,155.5% | -1,176.4% | -31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling