+25.3%
GPN vs ATI
+1,154.1%
-1,128.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.6% | -5.6% | +1.0% | -3.2% |
| 30D | -0.3% | -13.7% | +13.5% | +3.2% |
| 3M | +35.4% | -0.4% | +35.8% | +34.4% |
| 6M | +21.7% | +26.2% | -4.6% | +12.9% |
| YTD | +14.9% | +73.2% | -58.3% | -2.2% |
| 1Y | +3.2% | +161.6% | -158.4% | -21.7% |
| 3Y | -27.1% | +346.2% | -373.3% | -53.8% |
| 5Y | -44.4% | +1,047.6% | -1,092.0% | -73.2% |
| All | +25.3% | +1,154.1% | -1,128.7% | -47.2% |
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