-81.2%
PATH vs GWW
+267.4%
-348.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.3% |
| 7D | -5.3% | +6.0% | -11.3% | -8.2% |
| 30D | -0.5% | +14.0% | -14.6% | -7.1% |
| 3M | -7.1% | +12.5% | -19.7% | -12.8% |
| 6M | +23.8% | +23.6% | +0.2% | +9.2% |
| YTD | -20.7% | +43.6% | -64.3% | -37.0% |
| 1Y | -8.1% | +52.5% | -60.5% | -29.9% |
| 3Y | -21.8% | +92.6% | -114.4% | -48.1% |
| 5Y | -76.8% | +219.0% | -295.9% | -87.8% |
| All | -81.2% | +267.4% | -348.6% | -88.5% |
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