-6.1%
PATH vs GFS
-18.1%
+12.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.5% | -18.2% | -17.0% |
| 7D | -16.3% | +1.0% | -17.3% | -16.5% |
| 30D | +9.9% | -8.6% | +18.5% | +11.6% |
| 3M | +30.2% | -46.5% | +76.7% | +47.5% |
| 6M | +37.2% | -4.8% | +42.0% | +26.8% |
| YTD | -7.3% | +29.7% | -37.0% | -26.9% |
| 1Y | +40.0% | +35.8% | +4.2% | +7.8% |
| All | -6.1% | -18.1% | +12.0% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling