+526.0%
GLW vs ATI
+961.4%
-435.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.7% | -0.6% | -3.1% |
| 7D | +7.7% | +4.2% | +3.6% | +6.5% |
| 30D | -18.8% | -2.5% | -16.3% | -18.0% |
| 3M | -27.7% | -19.4% | -8.3% | -22.2% |
| 6M | -44.4% | +11.1% | -55.5% | -45.6% |
| YTD | +31.3% | +59.5% | -28.3% | +16.5% |
| 1Y | +40.0% | +85.8% | -45.7% | +19.1% |
| 3Y | +339.2% | +311.9% | +27.3% | +185.3% |
| 5Y | +229.2% | +963.2% | -734.1% | +57.4% |
| All | +526.0% | +961.4% | -435.4% | +167.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling