+205.0%
GLD vs ATI
+1,108.2%
-903.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -0.9% |
| 7D | +4.7% | +6.2% | -1.5% | +4.6% |
| 30D | -0.9% | -7.1% | +6.2% | -0.8% |
| 3M | -4.4% | -21.3% | +16.9% | -4.1% |
| 6M | -13.6% | +6.5% | -20.0% | -13.6% |
| YTD | -6.0% | +53.2% | -59.2% | -6.3% |
| 1Y | +1.8% | +82.7% | -81.0% | +1.4% |
| 3Y | +103.2% | +314.3% | -211.1% | +101.6% |
| 5Y | +119.3% | +890.9% | -771.6% | +117.6% |
| All | +205.0% | +1,108.2% | -903.2% | +211.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling