+136.8%
GOOGL vs PATH
-76.4%
+213.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -16.6% | +15.5% | +1.8% |
| 7D | -2.3% | -16.3% | +14.0% | +0.5% |
| 30D | -6.6% | +9.9% | -16.5% | -8.7% |
| 3M | -8.9% | +30.2% | -39.1% | -14.0% |
| 6M | +11.9% | +37.2% | -25.3% | +3.8% |
| YTD | +8.3% | -7.3% | +15.7% | +7.4% |
| 1Y | +46.2% | +40.0% | +6.2% | +30.0% |
| 3Y | +151.9% | -4.4% | +156.3% | +125.8% |
| All | +136.8% | -76.4% | +213.2% | +125.8% |
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