+121.8%
GLDM vs ATI
+871.8%
-750.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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 | -4.3% | -21.3% | +17.0% | -3.2% |
| 6M | -13.4% | +6.5% | -19.9% | -13.7% |
| YTD | -5.8% | +53.2% | -59.0% | -7.2% |
| 1Y | +2.1% | +82.7% | -80.7% | +0.2% |
| 3Y | +105.0% | +314.3% | -209.3% | +95.5% |
| All | +121.8% | +871.8% | -750.0% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling