+2,520.1%
GPN vs ATI
+2,088.5%
+431.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.0% |
| 7D | -0.7% | +3.2% | -3.9% | -1.4% |
| 30D | +3.8% | -9.0% | +12.8% | +5.8% |
| 3M | +39.2% | +15.1% | +24.1% | +34.0% |
| 6M | +17.9% | +38.1% | -20.3% | +8.4% |
| YTD | +16.4% | +80.7% | -64.3% | +0.6% |
| 1Y | +3.6% | +167.5% | -163.9% | -18.3% |
| 3Y | -26.7% | +366.0% | -392.7% | -50.3% |
| 5Y | -44.8% | +1,088.8% | -1,133.5% | -70.1% |
| 10Y | +24.1% | +1,055.0% | -1,030.8% | -40.2% |
| All | +2,520.1% | +2,088.5% | +431.7% | +993.2% |
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 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