+52.4%
GEV vs PATH
-10.3%
+62.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.9% | -12.2% | -9.1% |
| 7D | -5.1% | -4.8% | -0.4% | -5.4% |
| 30D | -15.8% | +2.7% | -18.5% | -15.6% |
| 3M | -18.2% | -4.2% | -14.0% | -18.0% |
| 6M | -22.4% | +24.7% | -47.1% | -21.0% |
| YTD | +27.7% | -17.6% | +45.3% | +35.5% |
| 1Y | +52.4% | -5.3% | +57.7% | +54.5% |
| All | +52.4% | -10.3% | +62.7% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 1y: compounded portfolio wealth divided by compounded PATH 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…
1y analysis · Full analysis span regression · 6 months rolling