+9.8%
PATH vs GGLL
+328.7%
-318.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.3% | -14.3% | -15.9% |
| 7D | -16.3% | -4.8% | -11.5% | -15.0% |
| 30D | +9.9% | -13.7% | +23.6% | +14.7% |
| 3M | +30.2% | -21.9% | +52.0% | +38.1% |
| 6M | +37.2% | +11.7% | +25.6% | +26.1% |
| YTD | -7.3% | +2.3% | -9.6% | -13.0% |
| 1Y | +40.0% | +76.2% | -36.2% | +5.2% |
| 3Y | -4.4% | +245.0% | -249.4% | -53.7% |
| All | +9.8% | +328.7% | -318.9% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling