-75.7%
PATH vs GFI
+508.7%
-584.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.6% | -15.1% | -16.5% |
| 7D | -16.3% | +3.1% | -19.4% | -16.5% |
| 30D | +9.9% | +27.1% | -17.2% | +7.9% |
| 3M | +30.2% | +21.2% | +9.0% | +28.1% |
| 6M | +37.2% | -4.5% | +41.7% | +36.8% |
| YTD | -7.3% | +11.7% | -19.0% | -9.3% |
| 1Y | +40.0% | +46.0% | -6.0% | +32.4% |
| 3Y | -4.4% | +309.6% | -314.0% | -23.3% |
| All | -75.7% | +508.7% | -584.4% | -83.4% |
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