-76.8%
PATH vs GWW
+217.1%
-294.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -2.3% |
| 7D | -5.6% | +5.8% | -11.4% | -8.6% |
| 30D | -0.7% | +13.8% | -14.5% | -7.8% |
| 3M | -5.9% | +13.2% | -19.0% | -12.4% |
| 6M | +21.6% | +28.4% | -6.8% | +3.4% |
| YTD | -20.6% | +44.7% | -65.3% | -38.8% |
| 1Y | -10.6% | +52.1% | -62.6% | -33.6% |
| 3Y | -24.9% | +93.9% | -118.7% | -53.3% |
| 5Y | -76.8% | +221.4% | -298.2% | -89.8% |
| All | -76.8% | +217.1% | -294.0% | -89.8% |
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