-79.7%
PATH vs GFI
+451.1%
-530.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.4% | -7.3% | -7.7% |
| 7D | -22.8% | +5.7% | -28.4% | -23.1% |
| 30D | -6.9% | +15.6% | -22.5% | -8.0% |
| 3M | +25.4% | +31.5% | -6.1% | +22.5% |
| 6M | +18.1% | -3.7% | +21.8% | +17.6% |
| YTD | -14.5% | +11.2% | -25.8% | -16.4% |
| 1Y | +18.7% | +36.4% | -17.6% | +12.8% |
| 3Y | -24.2% | +313.5% | -337.7% | -39.8% |
| 5Y | -75.2% | +528.0% | -603.2% | -83.1% |
| All | -79.7% | +451.1% | -530.8% | -84.9% |
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