-81.0%
PATH vs GWW
+283.9%
-364.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | +0.7% | +3.7% | -3.0% | -1.2% |
| 30D | -1.1% | +13.6% | -14.7% | -7.5% |
| 3M | -14.2% | +15.4% | -29.5% | -20.4% |
| 6M | +30.9% | +21.8% | +9.1% | +16.7% |
| YTD | -20.1% | +50.0% | -70.1% | -37.9% |
| 1Y | -8.1% | +60.2% | -68.3% | -31.8% |
| 3Y | -24.3% | +94.4% | -118.6% | -49.9% |
| 5Y | -75.6% | +221.8% | -297.4% | -87.5% |
| All | -81.0% | +283.9% | -364.9% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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