-80.4%
PATH vs GRMN
+134.0%
-214.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.5% | -3.6% | -0.8% |
| 7D | -4.8% | +6.1% | -10.9% | -8.1% |
| 30D | +2.7% | +1.3% | +1.4% | +1.5% |
| 3M | -4.2% | -5.6% | +1.4% | -1.5% |
| 6M | +24.7% | +22.2% | +2.6% | +8.7% |
| YTD | -17.6% | +44.3% | -61.9% | -36.9% |
| 1Y | -5.3% | +43.1% | -48.4% | -27.1% |
| 3Y | -22.0% | +163.2% | -185.2% | -68.7% |
| 5Y | -76.5% | +125.5% | -202.0% | -90.6% |
| All | -80.4% | +134.0% | -214.5% | -92.2% |
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