-78.0%
PATH vs GD
+118.8%
-196.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.8% | -14.9% | -15.8% |
| 7D | -16.3% | -5.3% | -11.1% | -14.1% |
| 30D | +9.9% | -6.4% | +16.3% | +13.3% |
| 3M | +30.2% | +5.7% | +24.5% | +26.3% |
| 6M | +37.2% | -0.9% | +38.2% | +37.2% |
| YTD | -7.3% | +8.2% | -15.5% | -11.4% |
| 1Y | +40.0% | +13.4% | +26.6% | +31.4% |
| 3Y | -4.4% | +68.5% | -72.9% | -26.0% |
| 5Y | -76.0% | +97.2% | -173.2% | -80.5% |
| All | -78.0% | +118.8% | -196.7% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling