-80.8%
PATH vs GDDY
+34.7%
-115.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.1% |
| 7D | +2.1% | -0.2% | +2.3% | +2.2% |
| 30D | +1.6% | +10.4% | -8.8% | -6.8% |
| 3M | -20.4% | +13.6% | -34.0% | -29.3% |
| 6M | +40.1% | +33.7% | +6.5% | +5.5% |
| YTD | -19.0% | -8.0% | -11.0% | -17.5% |
| 1Y | -5.8% | -12.9% | +7.1% | +0.5% |
| 3Y | -22.9% | +29.3% | -52.3% | -48.9% |
| 5Y | -75.3% | +60.8% | -136.1% | -85.6% |
| All | -80.8% | +34.7% | -115.5% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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