+282.4%
GLW vs PATH
-76.8%
+359.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -16.6% | +22.3% | +7.1% |
| 7D | +3.8% | -16.3% | +20.1% | +5.1% |
| 30D | -1.3% | +9.9% | -11.3% | -2.7% |
| 3M | -21.8% | +30.2% | -52.0% | -24.2% |
| 6M | +6.9% | +37.2% | -30.3% | +1.8% |
| YTD | +77.2% | -7.3% | +84.5% | +76.6% |
| 1Y | +123.2% | +40.0% | +83.2% | +108.2% |
| 3Y | +400.0% | -4.4% | +404.4% | +370.1% |
| 5Y | +342.8% | -76.0% | +418.8% | +337.6% |
| All | +282.4% | -76.8% | +359.2% | +277.9% |
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