+534.9%
GEV vs PATH
-43.2%
+578.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.3% | +7.2% |
| 7D | -3.8% | -2.7% | -1.1% | -3.5% |
| 30D | -17.4% | -3.7% | -13.7% | -17.1% |
| 3M | -16.2% | -13.8% | -2.5% | -15.3% |
| 6M | -20.2% | +20.3% | -40.5% | -24.6% |
| YTD | +27.2% | -20.8% | +48.0% | +30.7% |
| 1Y | +44.6% | -9.2% | +53.8% | +41.2% |
| All | +534.9% | -43.2% | +578.1% | +592.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling