-21.8%
PATH vs GFS
-31.4%
+9.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.9% | +6.2% | -2.0% |
| 7D | -5.6% | -20.7% | +15.1% | -1.9% |
| 30D | -0.7% | -25.2% | +24.5% | +4.1% |
| 3M | -5.9% | -26.3% | +20.4% | -1.6% |
| 6M | +21.6% | -50.7% | +72.3% | +34.2% |
| YTD | -20.6% | +4.5% | -25.2% | -34.4% |
| 1Y | -10.6% | +2.5% | -13.0% | -25.5% |
| All | -21.8% | -31.4% | +9.6% | -26.2% |
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