+215.0%
GS vs PATH
-79.4%
+294.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +3.2% |
| 7D | +0.3% | -4.8% | +5.1% | +0.9% |
| 30D | +3.9% | +2.7% | +1.2% | +3.5% |
| 3M | -11.4% | -4.2% | -7.3% | -11.5% |
| 6M | +3.7% | +24.7% | -21.1% | -0.5% |
| YTD | +7.1% | -17.6% | +24.7% | +7.8% |
| 1Y | +19.7% | -5.3% | +25.0% | +17.5% |
| 3Y | +202.8% | -22.0% | +224.8% | +192.3% |
| 5Y | +156.7% | -76.5% | +233.2% | +148.7% |
| All | +215.0% | -79.4% | +294.4% | +204.7% |
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