+19.8%
GLW vs PATH
-9.8%
+29.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -3.7% | -9.2% | -13.6% |
| 7D | -19.7% | -5.6% | -14.2% | -20.7% |
| 30D | -38.8% | -0.7% | -38.1% | -38.8% |
| 3M | -33.9% | -5.9% | -28.0% | -34.1% |
| 6M | -36.0% | +21.6% | -57.6% | -31.8% |
| YTD | +18.7% | -20.6% | +39.4% | +29.6% |
| 1Y | +19.8% | -10.6% | +30.4% | +27.8% |
| All | +19.8% | -9.8% | +29.6% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling