-6.1%
PATH vs FGI
-4.4%
-1.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +7.5% | -24.2% | -16.8% |
| 7D | -16.3% | +0.5% | -16.9% | -16.4% |
| 30D | +9.9% | +65.4% | -55.5% | +6.9% |
| 3M | +30.2% | +23.5% | +6.7% | +27.0% |
| 6M | +37.2% | +60.5% | -23.3% | +32.0% |
| YTD | -7.3% | +30.0% | -37.3% | -10.4% |
| 1Y | +40.0% | +82.1% | -42.1% | +33.3% |
| All | -6.1% | -4.4% | -1.7% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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