-78.0%
PATH vs GRMN
+123.4%
-201.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.6% | -16.6% |
| 7D | -16.3% | -2.9% | -13.4% | -14.9% |
| 30D | +9.9% | -8.4% | +18.3% | +15.9% |
| 3M | +30.2% | +15.0% | +15.2% | +18.7% |
| 6M | +37.2% | +11.2% | +26.0% | +26.1% |
| YTD | -7.3% | +37.7% | -45.0% | -26.6% |
| 1Y | +40.0% | +18.5% | +21.5% | +21.7% |
| 3Y | -4.4% | +175.8% | -180.2% | -64.4% |
| 5Y | -76.0% | +75.1% | -151.1% | -89.4% |
| All | -78.0% | +123.4% | -201.3% | -90.9% |
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