-73.6%
PATH vs GFS
-13.8%
-59.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.9% | +8.8% | +5.1% |
| 7D | -4.8% | -12.5% | +7.7% | -0.2% |
| 30D | +2.7% | -16.9% | +19.6% | +9.2% |
| 3M | -4.2% | -22.3% | +18.1% | +3.2% |
| 6M | +24.7% | -40.2% | +65.0% | +40.5% |
| YTD | -17.6% | +16.0% | -33.5% | -37.6% |
| 1Y | -5.3% | +17.7% | -23.0% | -29.0% |
| 3Y | -22.0% | -23.4% | +1.4% | -30.9% |
| 5Y | -76.5% | -35.4% | -41.1% | -77.9% |
| All | -73.6% | -13.8% | -59.8% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling