+185.7%
GS vs ATI
+1,074.8%
-889.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.8% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -1.6% | +2.7% | -4.3% | -2.6% |
| 3M | -4.5% | +16.3% | -20.8% | -8.9% |
| 6M | +20.9% | +30.2% | -9.3% | +11.1% |
| YTD | +19.9% | +83.6% | -63.7% | +0.1% |
| 1Y | +41.4% | +173.0% | -131.6% | +5.1% |
| 3Y | +239.2% | +356.6% | -117.5% | +111.5% |
| All | +185.7% | +1,074.8% | -889.1% | +46.5% |
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