+369.3%
GIS vs ATI
+1,117.2%
-747.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -2.6% |
| 7D | -7.8% | -0.1% | -7.8% | -7.9% |
| 30D | +6.6% | +2.7% | +3.9% | +6.3% |
| 3M | +21.0% | +16.3% | +4.7% | +19.7% |
| 6M | -9.1% | +30.2% | -39.2% | -10.8% |
| YTD | -13.6% | +83.6% | -97.2% | -16.9% |
| 1Y | -18.0% | +173.0% | -191.0% | -23.1% |
| 3Y | -33.7% | +356.6% | -390.3% | -40.5% |
| 5Y | -19.4% | +1,074.2% | -1,093.6% | -32.8% |
| 10Y | -21.3% | +1,136.2% | -1,157.5% | -38.1% |
| All | +369.3% | +1,117.2% | -747.9% | +211.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling