+219.4%
GLDM vs ATI
+606.3%
-386.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -0.9% |
| 7D | +4.7% | +6.2% | -1.5% | +4.5% |
| 30D | -0.9% | -7.1% | +6.2% | -0.7% |
| 3M | -4.3% | -21.3% | +17.0% | -3.9% |
| 6M | -13.4% | +6.5% | -19.9% | -13.5% |
| YTD | -5.8% | +53.2% | -59.0% | -6.2% |
| 1Y | +2.1% | +82.7% | -80.7% | +1.5% |
| 3Y | +105.0% | +314.3% | -209.3% | +102.6% |
| 5Y | +122.5% | +890.9% | -768.4% | +119.3% |
| All | +219.4% | +606.3% | -386.9% | +214.9% |
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