+139.3%
GS vs ATI
+871.8%
-732.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.7% |
| 7D | -3.2% | +6.2% | -9.4% | -5.0% |
| 30D | -2.4% | -7.1% | +4.7% | -0.6% |
| 3M | -15.7% | -21.3% | +5.6% | -10.1% |
| 6M | -6.8% | +6.5% | -13.3% | -9.4% |
| YTD | -0.1% | +53.2% | -53.2% | -12.9% |
| 1Y | +12.1% | +82.7% | -70.6% | -7.1% |
| 3Y | +185.8% | +314.3% | -128.5% | +80.6% |
| All | +139.3% | +871.8% | -732.4% | +24.7% |
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 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