-75.7%
PATH vs GWW
+224.0%
-299.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.9% | -17.5% | -17.1% |
| 7D | -16.3% | +1.4% | -17.7% | -17.0% |
| 30D | +9.9% | +3.3% | +6.6% | +7.8% |
| 3M | +30.2% | +2.9% | +27.2% | +26.7% |
| 6M | +37.2% | +15.8% | +21.4% | +23.3% |
| YTD | -7.3% | +32.0% | -39.4% | -24.4% |
| 1Y | +40.0% | +29.9% | +10.1% | +15.1% |
| 3Y | -4.4% | +91.1% | -95.5% | -39.8% |
| All | -75.7% | +224.0% | -299.7% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling