+216.8%
GLDM vs ATI
+634.1%
-417.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -2.6% |
| 7D | +2.9% | +1.3% | +1.5% | +2.8% |
| 30D | -3.9% | -4.8% | +0.8% | -3.8% |
| 3M | -8.1% | -19.9% | +11.8% | -7.8% |
| 6M | -14.7% | +15.4% | -30.1% | -14.9% |
| YTD | -6.6% | +59.2% | -65.8% | -7.1% |
| 1Y | -2.1% | +86.3% | -88.3% | -2.7% |
| 3Y | +107.7% | +318.2% | -210.5% | +105.0% |
| 5Y | +116.5% | +958.6% | -842.2% | +113.2% |
| All | +216.8% | +634.1% | -417.3% | +212.0% |
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