-23.6%
GIS vs ATI
+163.6%
-187.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.6% | -3.4% |
| 7D | -8.4% | -2.7% | -5.7% | -8.6% |
| 30D | -5.2% | -13.5% | +8.3% | -6.5% |
| 3M | +8.2% | +8.5% | -0.4% | +8.7% |
| 6M | -12.0% | +25.2% | -37.2% | -11.5% |
| YTD | -18.9% | +73.4% | -92.3% | -15.9% |
| 1Y | -23.6% | +160.5% | -184.1% | -19.8% |
| All | -23.6% | +163.6% | -187.3% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling