-75.5%
PATH vs GFI
+300.3%
-375.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | +0.1% |
| 7D | +0.7% | -5.4% | +6.1% | +1.1% |
| 30D | -1.1% | -1.5% | +0.4% | -1.1% |
| 3M | -14.2% | -10.2% | -4.0% | -13.6% |
| 6M | +30.9% | -19.3% | +50.1% | +32.3% |
| YTD | -20.1% | -13.7% | -6.3% | -20.4% |
| 1Y | -8.1% | -12.1% | +4.1% | -8.7% |
| 3Y | -24.3% | +208.4% | -232.6% | -37.8% |
| All | -75.5% | +300.3% | -375.8% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling