-77.0%
PATH vs GWRE
+27.5%
-104.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.5% | +2.6% |
| 7D | -5.3% | -0.7% | -4.6% | -4.9% |
| 30D | -0.5% | -1.6% | +1.0% | -0.3% |
| 3M | -7.1% | +0.9% | -8.0% | -9.6% |
| 6M | +23.8% | +23.1% | +0.7% | +0.5% |
| YTD | -20.7% | -19.7% | -1.0% | -10.6% |
| 1Y | -8.1% | -25.0% | +17.0% | +9.0% |
| 3Y | -21.8% | +78.7% | -100.6% | -68.5% |
| All | -77.0% | +27.5% | -104.5% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling