-81.1%
PATH vs GRMN
+131.8%
-213.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.2% |
| 7D | -5.6% | +2.3% | -7.9% | -6.9% |
| 30D | -0.7% | +2.6% | -3.3% | -2.5% |
| 3M | -5.9% | -5.0% | -0.9% | -3.6% |
| 6M | +21.6% | +23.1% | -1.5% | +5.5% |
| YTD | -20.6% | +42.9% | -63.5% | -38.9% |
| 1Y | -10.6% | +41.7% | -52.3% | -30.7% |
| 3Y | -24.9% | +160.7% | -185.6% | -69.7% |
| 5Y | -76.8% | +124.2% | -201.0% | -90.7% |
| All | -81.1% | +131.8% | -213.0% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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