-80.4%
PATH vs GD
+123.2%
-203.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.5% | +4.0% |
| 7D | -4.8% | +3.0% | -7.8% | -6.2% |
| 30D | +2.7% | +10.5% | -7.9% | -2.3% |
| 3M | -4.2% | -5.0% | +0.8% | -2.1% |
| 6M | +24.7% | +5.5% | +19.3% | +20.8% |
| YTD | -17.6% | +10.3% | -27.9% | -22.1% |
| 1Y | -5.3% | +8.2% | -13.5% | -9.6% |
| 3Y | -22.0% | +59.0% | -81.0% | -37.9% |
| 5Y | -76.5% | +104.3% | -180.8% | -81.0% |
| All | -80.4% | +123.2% | -203.6% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling