-74.9%
PATH vs GFS
-13.3%
-61.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.3% |
| 7D | -2.3% | -5.3% | +3.0% | -0.7% |
| 30D | -4.8% | -15.8% | +11.0% | +0.5% |
| 3M | -17.7% | -18.6% | +0.9% | -13.0% |
| 6M | +18.9% | -45.0% | +63.9% | +39.7% |
| YTD | -21.7% | +16.8% | -38.5% | -41.1% |
| 1Y | -9.6% | +17.8% | -27.4% | -32.4% |
| 3Y | -25.8% | -21.5% | -4.3% | -35.4% |
| 5Y | -77.1% | -29.3% | -47.7% | -79.0% |
| All | -74.9% | -13.3% | -61.7% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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