-77.0%
PATH vs GWW
+217.3%
-294.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.3% |
| 7D | -5.3% | +6.0% | -11.3% | -8.4% |
| 30D | -0.5% | +14.0% | -14.6% | -7.8% |
| 3M | -7.1% | +12.5% | -19.7% | -13.3% |
| 6M | +23.8% | +23.6% | +0.2% | +7.8% |
| YTD | -20.7% | +43.6% | -64.3% | -38.6% |
| 1Y | -8.1% | +52.5% | -60.5% | -32.0% |
| 3Y | -21.8% | +92.6% | -114.4% | -51.2% |
| All | -77.0% | +217.3% | -294.3% | -89.9% |
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