+145.9%
GLDM vs ATI
+1,074.8%
-929.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.0% |
| 7D | -0.5% | -0.1% | -0.5% | -0.5% |
| 30D | +4.4% | +2.7% | +1.7% | +4.2% |
| 3M | -1.1% | +16.3% | -17.4% | -1.9% |
| 6M | -13.7% | +30.2% | -43.8% | -15.0% |
| YTD | +2.8% | +83.6% | -80.8% | +0.4% |
| 1Y | +24.8% | +173.0% | -148.2% | +20.9% |
| 3Y | +127.8% | +356.6% | -228.8% | +115.9% |
| All | +145.9% | +1,074.8% | -929.0% | +122.5% |
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