-80.1%
PATH vs GDDY
+15.8%
-95.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.6% | -2.2% |
| 7D | -9.5% | -3.2% | -6.3% | -7.2% |
| 30D | -9.9% | +6.8% | -16.7% | -14.5% |
| 3M | +29.1% | +30.5% | -1.4% | +0.3% |
| 6M | +11.1% | +13.3% | -2.3% | -2.9% |
| YTD | -16.1% | -21.0% | +4.9% | -2.2% |
| 1Y | +17.6% | -34.0% | +51.6% | +59.5% |
| 3Y | -28.3% | +33.1% | -61.4% | -54.9% |
| 5Y | -75.2% | +30.3% | -105.5% | -83.3% |
| All | -80.1% | +15.8% | -95.9% | -86.2% |
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