-29.6%
GEV vs PATH
+19.6%
-49.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.7% | -3.8% | -8.0% |
| 7D | -13.2% | -5.6% | -7.6% | -13.8% |
| 30D | -25.1% | -0.7% | -24.4% | -25.1% |
| 3M | -24.3% | -5.9% | -18.4% | -23.8% |
| 6M | -29.6% | +21.6% | -51.2% | -23.8% |
| All | -29.6% | +19.6% | -49.1% | -23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling