-3.9%
GLD vs ATI
+91.4%
-95.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.8% | -1.7% |
| 7D | -2.0% | +4.7% | -6.7% | -3.1% |
| 30D | -4.4% | -0.2% | -4.2% | -4.6% |
| 3M | -8.9% | -18.5% | +9.6% | -4.6% |
| 6M | -16.0% | +16.4% | -32.3% | -20.7% |
| YTD | -7.9% | +63.4% | -71.3% | -20.7% |
| 1Y | -3.9% | +91.5% | -95.4% | -18.6% |
| All | -3.9% | +91.4% | -95.2% | -18.6% |
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