-6.1%
PATH vs GAP
+114.4%
-120.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.5% | -17.1% | -16.7% |
| 7D | -16.3% | -4.5% | -11.8% | -15.6% |
| 30D | +9.9% | +9.0% | +0.9% | +7.6% |
| 3M | +30.2% | +5.0% | +25.2% | +28.3% |
| 6M | +37.2% | -17.8% | +55.0% | +40.5% |
| YTD | -7.3% | -10.4% | +3.1% | -7.1% |
| 1Y | +40.0% | -3.4% | +43.4% | +37.1% |
| All | -6.1% | +114.4% | -120.5% | -29.8% |
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