-79.7%
PATH vs GWRE
+44.9%
-124.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -7.8% | +0.1% | -1.7% |
| 7D | -22.8% | -25.6% | +2.8% | -3.4% |
| 30D | -6.9% | -12.2% | +5.3% | +2.7% |
| 3M | +25.4% | +17.7% | +7.7% | +8.9% |
| 6M | +18.1% | -11.3% | +29.5% | +25.8% |
| YTD | -14.5% | -25.5% | +11.0% | +3.7% |
| 1Y | +18.7% | -42.8% | +61.6% | +78.4% |
| 3Y | -24.2% | +59.0% | -83.2% | -63.7% |
| 5Y | -75.2% | +21.6% | -96.8% | -85.8% |
| All | -79.7% | +44.9% | -124.6% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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