-81.4%
PATH vs GFI
+355.6%
-437.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.0% | +5.9% | -0.6% |
| 7D | -2.3% | +10.4% | -12.7% | -3.1% |
| 30D | -4.8% | +3.6% | -8.4% | -5.2% |
| 3M | -17.7% | -5.1% | -12.6% | -17.5% |
| 6M | +18.9% | -13.0% | +31.9% | +19.6% |
| YTD | -21.7% | -8.0% | -13.7% | -22.5% |
| 1Y | -9.6% | -5.0% | -4.6% | -10.9% |
| 3Y | -25.8% | +228.8% | -254.6% | -39.8% |
| 5Y | -77.1% | +354.4% | -431.5% | -83.8% |
| All | -81.4% | +355.6% | -437.0% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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