-34.6%
GIS vs ATI
+361.7%
-396.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.7% |
| 7D | -8.3% | +3.2% | -11.4% | -8.1% |
| 30D | +2.2% | -9.0% | +11.2% | +1.6% |
| 3M | +15.7% | +15.1% | +0.6% | +16.8% |
| 6M | -12.0% | +38.1% | -50.1% | -10.2% |
| YTD | -15.0% | +80.7% | -95.6% | -11.9% |
| 1Y | -20.1% | +167.5% | -187.6% | -15.4% |
| 3Y | -34.6% | +366.0% | -400.6% | -28.6% |
| All | -34.6% | +361.7% | -396.3% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling