-2.4%
PATH vs GGLL
+198.0%
-200.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.5% | -3.6% | +1.0% |
| 7D | -4.8% | -23.1% | +18.3% | +1.6% |
| 30D | +2.7% | -32.9% | +35.6% | +14.0% |
| 3M | -4.2% | -44.9% | +40.7% | +12.4% |
| 6M | +24.7% | -49.5% | +74.3% | +47.3% |
| YTD | -17.6% | -28.9% | +11.3% | -15.2% |
| 1Y | -5.3% | -12.2% | +6.9% | -11.1% |
| 3Y | -22.0% | +163.5% | -185.5% | -60.7% |
| All | -2.4% | +198.0% | -200.4% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling