-44.2%
GPN vs ATI
+1,021.8%
-1,066.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.7% | +5.4% | +2.6% |
| 7D | -3.5% | -2.7% | -0.8% | -2.9% |
| 30D | +3.1% | -13.5% | +16.6% | +6.6% |
| 3M | +42.3% | +8.5% | +33.8% | +38.1% |
| 6M | +20.9% | +25.2% | -4.3% | +12.3% |
| YTD | +15.2% | +73.4% | -58.2% | -2.3% |
| 1Y | +5.4% | +160.5% | -155.1% | -20.8% |
| 3Y | -27.4% | +347.3% | -374.7% | -55.7% |
| 5Y | -44.2% | +1,049.0% | -1,093.2% | -74.1% |
| All | -44.2% | +1,021.8% | -1,066.0% | -74.1% |
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