+43.4%
GEV vs PATH
-10.8%
+54.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.3% | +7.1% |
| 7D | -3.8% | -2.7% | -1.1% | -3.9% |
| 30D | -17.4% | -3.7% | -13.7% | -17.5% |
| 3M | -16.2% | -13.8% | -2.5% | -16.5% |
| 6M | -20.2% | +20.3% | -40.5% | -18.9% |
| YTD | +27.2% | -20.8% | +48.0% | +34.4% |
| All | +43.4% | -10.8% | +54.2% | +46.0% |
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