-81.0%
PATH vs GWRE
+54.9%
-135.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -1.2% |
| 7D | +0.7% | -4.4% | +5.1% | +4.0% |
| 30D | -1.1% | -3.5% | +2.3% | +0.6% |
| 3M | -14.2% | -7.6% | -6.6% | -10.7% |
| 6M | +30.9% | +21.8% | +9.1% | +7.4% |
| YTD | -20.1% | -20.4% | +0.3% | -9.5% |
| 1Y | -8.1% | -27.6% | +19.5% | +11.8% |
| 3Y | -24.3% | +75.7% | -99.9% | -67.5% |
| 5Y | -75.6% | +27.8% | -103.4% | -86.9% |
| All | -81.0% | +54.9% | -135.9% | -90.9% |
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