-8.1%
PATH vs GAP
-5.7%
-2.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.1% | +0.2% |
| 7D | -5.3% | -3.8% | -1.6% | -5.0% |
| 30D | -0.5% | -9.0% | +8.5% | 0.0% |
| 3M | -7.1% | +5.5% | -12.6% | -7.6% |
| 6M | +23.8% | -11.1% | +34.9% | +22.7% |
| YTD | -20.7% | -13.6% | -7.1% | -21.6% |
| 1Y | -8.1% | -2.9% | -5.2% | -8.5% |
| All | -8.1% | -5.7% | -2.4% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling