+163.0%
GLW vs PATH
-80.2%
+243.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -13.9% | -5.3% | -8.6% | -13.5% |
| 30D | -35.0% | -0.5% | -34.5% | -35.0% |
| 3M | -32.4% | -7.1% | -25.2% | -32.5% |
| 6M | -41.3% | +23.8% | -65.2% | -43.5% |
| YTD | +21.8% | -20.7% | +42.5% | +22.8% |
| 1Y | +21.8% | -8.1% | +29.9% | +19.7% |
| 3Y | +307.7% | -21.8% | +329.5% | +291.2% |
| 5Y | +213.7% | -76.8% | +290.5% | +211.5% |
| All | +163.0% | -80.2% | +243.2% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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