+194.4%
GLW vs PATH
-79.4%
+273.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.9% | -8.7% | -6.1% |
| 7D | -9.5% | -4.8% | -4.7% | -9.1% |
| 30D | -25.5% | +2.7% | -28.1% | -25.7% |
| 3M | -25.6% | -4.2% | -21.4% | -26.0% |
| 6M | -25.5% | +24.7% | -50.2% | -28.2% |
| YTD | +36.4% | -17.6% | +53.9% | +36.9% |
| 1Y | +40.6% | -5.3% | +45.9% | +37.8% |
| 3Y | +352.8% | -22.0% | +374.8% | +335.4% |
| 5Y | +267.1% | -76.5% | +343.6% | +264.0% |
| All | +194.4% | -79.4% | +273.7% | +192.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling