+222.0%
GLDM vs ATI
+576.3%
-354.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +1.0% |
| 7D | +1.9% | -3.8% | +5.7% | +2.0% |
| 30D | -1.7% | -13.5% | +11.8% | -1.4% |
| 3M | -3.5% | -17.9% | +14.4% | -3.2% |
| 6M | -10.1% | +8.4% | -18.4% | -10.2% |
| YTD | -5.0% | +46.7% | -51.7% | -5.4% |
| 1Y | +2.8% | +74.5% | -71.7% | +2.3% |
| 3Y | +105.1% | +303.7% | -198.6% | +102.8% |
| 5Y | +124.3% | +848.9% | -724.6% | +121.3% |
| All | +222.0% | +576.3% | -354.4% | +217.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling