-23.7%
PATH vs GAP
+74.3%
-98.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.8% |
| 7D | -2.7% | -9.3% | +6.6% | -1.0% |
| 30D | -1.4% | -5.5% | +4.1% | -0.4% |
| 3M | -16.4% | +3.5% | -19.9% | -17.5% |
| 6M | +23.3% | +0.7% | +22.6% | +21.6% |
| YTD | -19.8% | -13.4% | -6.5% | -19.4% |
| 1Y | -8.6% | -7.7% | -0.9% | -9.7% |
| All | -23.7% | +74.3% | -98.0% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling