-74.1%
PATH vs GFS
-11.4%
-62.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +2.3% |
| 7D | +2.1% | +7.4% | -5.3% | -0.7% |
| 30D | +1.6% | -15.3% | +16.9% | +7.1% |
| 3M | -20.4% | -21.1% | +0.7% | -14.7% |
| 6M | +40.1% | -44.5% | +84.6% | +64.3% |
| YTD | -19.0% | +19.2% | -38.3% | -39.6% |
| 1Y | -5.8% | +27.2% | -33.1% | -32.3% |
| 3Y | -22.9% | -20.1% | -2.8% | -33.3% |
| 5Y | -75.3% | -25.6% | -49.7% | -77.8% |
| All | -74.1% | -11.4% | -62.6% | -78.0% |
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