+127.7%
GLD vs PATH
-3.6%
+131.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.6% | +15.8% | -0.6% |
| 7D | -0.5% | -16.3% | +15.8% | -0.3% |
| 30D | +4.4% | +9.9% | -5.5% | +4.3% |
| 3M | -1.1% | +30.2% | -31.3% | -1.4% |
| 6M | -13.8% | +37.2% | -51.0% | -14.1% |
| YTD | +2.6% | -7.3% | +10.0% | +2.7% |
| 1Y | +24.5% | +40.0% | -15.5% | +23.6% |
| All | +127.7% | -3.6% | +131.3% | +129.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling