-18.8%
PATH vs FGI
+2.3%
-21.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.0% | +7.9% | +3.0% |
| 7D | -4.8% | +3.3% | -8.1% | -4.9% |
| 30D | +2.7% | -2.0% | +4.7% | +2.6% |
| 3M | -4.2% | +60.3% | -64.4% | -6.9% |
| 6M | +24.7% | +0.7% | +24.0% | +21.8% |
| YTD | -17.6% | +30.2% | -47.7% | -20.4% |
| 1Y | -5.3% | +44.4% | -49.7% | -8.8% |
| All | -18.8% | +2.3% | -21.1% | -18.5% |
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