+156.0%
GOOGL vs PATH
-79.4%
+235.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | +2.7% |
| 7D | -11.1% | -4.8% | -6.3% | -10.3% |
| 30D | -16.6% | +2.7% | -19.3% | -17.0% |
| 3M | -23.4% | -4.2% | -19.3% | -23.5% |
| 6M | -24.5% | +24.7% | -49.3% | -28.4% |
| YTD | -7.5% | -17.6% | +10.1% | -6.6% |
| 1Y | +4.4% | -5.3% | +9.7% | +1.7% |
| 3Y | +125.9% | -22.0% | +147.9% | +112.9% |
| 5Y | +96.7% | -76.5% | +173.2% | +92.4% |
| All | +156.0% | -79.4% | +235.4% | +153.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling