+152.4%
GOOGL vs PATH
-80.2%
+232.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +1.8% | -5.3% | +7.1% | +2.7% |
| 30D | -18.8% | -0.5% | -18.2% | -18.7% |
| 3M | -20.3% | -7.1% | -13.2% | -20.0% |
| 6M | -28.4% | +23.8% | -52.2% | -31.9% |
| YTD | -8.8% | -20.7% | +11.8% | -7.4% |
| 1Y | +0.3% | -8.1% | +8.3% | -1.8% |
| 3Y | +120.7% | -21.8% | +142.5% | +107.5% |
| 5Y | +93.1% | -76.8% | +170.0% | +89.9% |
| All | +152.4% | -80.2% | +232.5% | +151.6% |
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