-22.9%
GIS vs ATI
+1,086.3%
-1,109.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -8.6% | +2.4% | -11.0% | -8.6% |
| 30D | -0.5% | -9.5% | +9.0% | -0.6% |
| 3M | +11.9% | +10.4% | +1.5% | +12.1% |
| 6M | -11.6% | +31.8% | -43.4% | -11.4% |
| YTD | -16.3% | +80.0% | -96.3% | -16.0% |
| 1Y | -21.8% | +175.8% | -197.6% | -21.4% |
| 3Y | -35.7% | +364.2% | -399.9% | -36.3% |
| 5Y | -22.9% | +1,076.9% | -1,099.7% | -28.9% |
| All | -22.9% | +1,086.3% | -1,109.2% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling