+217.1%
GLD vs ATI
+1,073.5%
-856.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -0.9% |
| 7D | -0.5% | -0.1% | -0.5% | -0.5% |
| 30D | +4.4% | +2.7% | +1.7% | +4.3% |
| 3M | -1.1% | +16.3% | -17.4% | -1.3% |
| 6M | -13.8% | +30.2% | -44.0% | -14.2% |
| YTD | +2.6% | +83.6% | -80.9% | +2.0% |
| 1Y | +24.5% | +173.0% | -148.5% | +23.5% |
| 3Y | +125.8% | +356.6% | -230.8% | +123.2% |
| 5Y | +137.8% | +1,074.2% | -936.4% | +134.6% |
| All | +217.1% | +1,073.5% | -856.4% | +218.0% |
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 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