+6.5%
GOOGL vs PATH
-7.3%
+13.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | +3.9% | +2.1% | +1.8% | +3.7% |
| 30D | -14.9% | +1.6% | -16.5% | -15.0% |
| 3M | -14.6% | -20.4% | +5.9% | -13.6% |
| 6M | -26.4% | +40.1% | -66.6% | -27.1% |
| YTD | -5.3% | -19.0% | +13.7% | -5.5% |
| 1Y | +6.5% | -5.8% | +12.3% | +6.5% |
| All | +6.5% | -7.3% | +13.7% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling