-2.4%
GLD vs ATI
+85.0%
-87.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.4% |
| 7D | +2.8% | +1.3% | +1.5% | +2.4% |
| 30D | -4.0% | -4.8% | +0.8% | -3.0% |
| 3M | -8.2% | -19.9% | +11.7% | -3.5% |
| 6M | -14.8% | +15.4% | -30.2% | -19.5% |
| YTD | -6.8% | +59.2% | -66.0% | -19.2% |
| 1Y | -2.4% | +86.3% | -88.6% | -16.7% |
| All | -2.4% | +85.0% | -87.3% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling