-76.8%
PATH vs GFS
-43.8%
-33.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.9% | +6.2% | 0.0% |
| 7D | -5.6% | -20.7% | +15.1% | +2.5% |
| 30D | -0.7% | -25.2% | +24.5% | +9.8% |
| 3M | -5.9% | -26.3% | +20.4% | +3.2% |
| 6M | +21.6% | -50.7% | +72.3% | +48.8% |
| YTD | -20.6% | +4.5% | -25.2% | -37.7% |
| 1Y | -10.6% | +2.5% | -13.0% | -29.2% |
| 3Y | -24.9% | -30.9% | +6.0% | -31.0% |
| 5Y | -76.8% | -42.6% | -34.2% | -77.5% |
| All | -76.8% | -43.8% | -33.0% | -77.5% |
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