+204.7%
GLDM vs ATI
+635.6%
-430.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.2% |
| 7D | -4.6% | +4.2% | -8.8% | -4.7% |
| 30D | -5.5% | -2.5% | -2.9% | -5.4% |
| 3M | -10.9% | -19.4% | +8.6% | -10.5% |
| 6M | -17.3% | +11.1% | -28.4% | -17.5% |
| YTD | -10.2% | +59.5% | -69.7% | -10.7% |
| 1Y | -6.9% | +85.8% | -92.7% | -7.5% |
| 3Y | +98.7% | +311.9% | -213.2% | +96.1% |
| 5Y | +106.7% | +963.2% | -856.5% | +103.5% |
| All | +204.7% | +635.6% | -430.9% | +200.0% |
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