-81.2%
PATH vs GFI
+367.8%
-449.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.4% |
| 7D | -5.3% | +19.0% | -24.3% | -6.7% |
| 30D | -0.5% | +11.8% | -12.3% | -1.5% |
| 3M | -7.1% | +7.3% | -14.4% | -7.8% |
| 6M | +23.8% | -13.3% | +37.1% | +24.6% |
| YTD | -20.7% | -5.6% | -15.1% | -21.6% |
| 1Y | -8.1% | +9.2% | -17.3% | -10.4% |
| 3Y | -21.8% | +213.7% | -235.6% | -36.0% |
| 5Y | -76.8% | +395.5% | -472.4% | -83.9% |
| All | -81.2% | +367.8% | -449.0% | -85.8% |
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