-77.0%
PATH vs GFS
-38.3%
-38.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.0% |
| 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% | -39.3% |
| 1Y | -8.1% | +12.6% | -20.7% | -30.4% |
| 3Y | -21.8% | -24.9% | +3.1% | -31.0% |
| All | -77.0% | -38.3% | -38.7% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling