-28.2%
GPN vs ATI
+358.3%
-386.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -6.2% | +2.4% | -8.6% | -6.7% |
| 30D | +1.0% | -9.5% | +10.5% | +2.8% |
| 3M | +36.9% | +10.4% | +26.5% | +33.2% |
| 6M | +16.8% | +31.8% | -15.0% | +8.6% |
| YTD | +13.2% | +80.0% | -66.7% | -2.3% |
| 1Y | +1.4% | +175.8% | -174.4% | -21.8% |
| All | -28.2% | +358.3% | -386.5% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling