-6.0%
PATH vs GGLL
+184.7%
-190.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.5% | +0.8% | -2.4% |
| 7D | -5.6% | -1.3% | -4.3% | -5.2% |
| 30D | -0.7% | -36.3% | +35.6% | +12.0% |
| 3M | -5.9% | -42.7% | +36.8% | +9.2% |
| 6M | +21.6% | -53.1% | +74.7% | +46.9% |
| YTD | -20.6% | -32.1% | +11.5% | -17.2% |
| 1Y | -10.6% | -20.1% | +9.5% | -13.3% |
| 3Y | -24.9% | +151.7% | -176.6% | -61.6% |
| All | -6.0% | +184.7% | -190.7% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling