-75.7%
PATH vs GWRE
+32.8%
-108.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -19.9% | +3.3% | -1.3% |
| 7D | -16.3% | -21.1% | +4.8% | 0.0% |
| 30D | +9.9% | +1.3% | +8.6% | +8.6% |
| 3M | +30.2% | +7.4% | +22.7% | +20.6% |
| 6M | +37.2% | +5.6% | +31.6% | +27.2% |
| YTD | -7.3% | -19.2% | +11.9% | +5.6% |
| 1Y | +40.0% | -25.1% | +65.1% | +65.4% |
| 3Y | -4.4% | +87.7% | -92.1% | -62.0% |
| All | -75.7% | +32.8% | -108.5% | -87.6% |
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