+154.7%
GOOGL vs PATH
-80.4%
+235.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +2.6% | -2.3% | +4.9% | +3.0% |
| 30D | -18.3% | -4.8% | -13.5% | -17.6% |
| 3M | -19.6% | -17.7% | -1.9% | -17.5% |
| 6M | -28.2% | +18.9% | -47.1% | -31.3% |
| YTD | -8.0% | -21.7% | +13.7% | -6.3% |
| 1Y | -0.7% | -9.6% | +9.0% | -2.4% |
| 3Y | +118.8% | -25.8% | +144.6% | +108.1% |
| 5Y | +98.9% | -77.1% | +175.9% | +95.9% |
| All | +154.7% | -80.4% | +235.1% | +154.4% |
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