+132.6%
GOOG vs PATH
-76.4%
+209.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -16.6% | +15.6% | +1.9% |
| 7D | -2.1% | -16.3% | +14.2% | +0.7% |
| 30D | -6.8% | +9.9% | -16.7% | -9.0% |
| 3M | -9.1% | +30.2% | -39.2% | -14.1% |
| 6M | +10.7% | +37.2% | -26.5% | +2.7% |
| YTD | +7.1% | -7.3% | +14.4% | +6.1% |
| 1Y | +44.6% | +40.0% | +4.6% | +28.4% |
| 3Y | +147.4% | -4.4% | +151.8% | +121.5% |
| All | +132.6% | -76.4% | +209.0% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling