+205.6%
GLD vs ATI
+1,002.4%
-796.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -2.8% |
| 7D | -5.5% | +13.0% | -18.4% | -5.7% |
| 30D | -7.0% | +0.2% | -7.2% | -7.1% |
| 3M | -12.4% | -17.5% | +5.1% | -12.1% |
| 6M | -18.0% | +18.1% | -36.1% | -18.3% |
| YTD | -10.5% | +65.7% | -76.2% | -10.9% |
| 1Y | -8.1% | +91.9% | -100.0% | -8.6% |
| 3Y | +97.7% | +335.2% | -237.5% | +95.6% |
| 5Y | +103.4% | +1,004.3% | -900.9% | +101.1% |
| All | +205.6% | +1,002.4% | -796.7% | +207.0% |
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