-74.6%
PATH vs GFS
-17.5%
-57.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -2.4% |
| 7D | -5.3% | -7.8% | +2.5% | -2.8% |
| 30D | -0.5% | -19.7% | +19.1% | +6.9% |
| 3M | -7.1% | -23.1% | +16.0% | +0.2% |
| 6M | +23.8% | -46.4% | +70.2% | +46.4% |
| YTD | -20.7% | +11.0% | -31.7% | -39.1% |
| 1Y | -8.1% | +12.6% | -20.7% | -30.1% |
| 3Y | -21.8% | -24.9% | +3.1% | -30.8% |
| 5Y | -76.8% | -39.1% | -37.8% | -77.8% |
| All | -74.6% | -17.5% | -57.1% | -77.8% |
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