+103.2%
GLD vs ATI
+320.9%
-217.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.1% |
| 7D | +4.7% | +6.2% | -1.5% | +4.2% |
| 30D | -0.9% | -7.1% | +6.2% | -0.5% |
| 3M | -4.4% | -21.3% | +16.9% | -3.0% |
| 6M | -13.6% | +6.5% | -20.0% | -13.9% |
| YTD | -6.0% | +53.2% | -59.2% | -7.1% |
| 1Y | +1.8% | +82.7% | -81.0% | +0.5% |
| 3Y | +103.2% | +314.3% | -211.1% | +98.7% |
| All | +103.2% | +320.9% | -217.7% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling