-33.8%
GIS vs ATI
+959.5%
-993.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.1% | +2.2% |
| 7D | -3.4% | +4.2% | -7.5% | -3.2% |
| 30D | +6.9% | -2.5% | +9.4% | +7.0% |
| 3M | -10.1% | -19.4% | +9.3% | -10.4% |
| 6M | +5.9% | +11.1% | -5.2% | +6.0% |
| YTD | -21.1% | +59.5% | -80.6% | -20.7% |
| 1Y | -22.5% | +85.8% | -108.3% | -22.0% |
| 3Y | -39.0% | +311.9% | -350.9% | -39.2% |
| All | -33.8% | +959.5% | -993.4% | -37.0% |
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