-81.2%
PATH vs GFI
+390.1%
-471.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -4.9% | -0.5% |
| 7D | -2.7% | +18.0% | -20.7% | -4.0% |
| 30D | -3.7% | +11.5% | -15.2% | -4.7% |
| 3M | -13.8% | +2.8% | -16.6% | -14.1% |
| 6M | +20.3% | -6.4% | +26.7% | +20.3% |
| YTD | -20.8% | -1.1% | -19.7% | -22.0% |
| 1Y | -9.2% | +10.8% | -20.0% | -11.7% |
| 3Y | -21.8% | +248.8% | -270.5% | -36.7% |
| 5Y | -77.4% | +407.7% | -485.2% | -84.3% |
| All | -81.2% | +390.1% | -471.3% | -85.9% |
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