-81.2%
PATH vs GWRE
+55.7%
-136.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -2.7% | -1.0% | -1.7% | -2.1% |
| 30D | -3.7% | -3.9% | +0.2% | -1.7% |
| 3M | -13.8% | -5.7% | -8.1% | -11.6% |
| 6M | +20.3% | +16.2% | +4.1% | +2.6% |
| YTD | -20.8% | -20.0% | -0.8% | -10.6% |
| 1Y | -9.2% | -26.2% | +17.0% | +8.8% |
| 3Y | -21.8% | +79.5% | -101.3% | -67.2% |
| 5Y | -77.4% | +25.8% | -103.2% | -87.7% |
| All | -81.2% | +55.7% | -136.9% | -91.0% |
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