-10.1%
GLDM vs ATI
+7.4%
-17.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +1.9% |
| 7D | +1.9% | -3.8% | +5.7% | +2.5% |
| 30D | -1.7% | -13.5% | +11.8% | +0.9% |
| 3M | -3.5% | -17.9% | +14.4% | -0.5% |
| 6M | -10.1% | +8.4% | -18.4% | -13.7% |
| All | -10.1% | +7.4% | -17.5% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling