-81.2%
PATH vs GH
+0.6%
-81.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.5% |
| 7D | -5.3% | -15.6% | +10.3% | +0.4% |
| 30D | -0.5% | -10.4% | +9.8% | +3.1% |
| 3M | -7.1% | -4.3% | -2.9% | -6.8% |
| 6M | +23.8% | +63.5% | -39.7% | +0.2% |
| YTD | -20.7% | +47.7% | -68.4% | -34.1% |
| 1Y | -8.1% | +56.7% | -64.8% | -25.5% |
| 3Y | -21.8% | +443.9% | -465.7% | -67.8% |
| 5Y | -76.8% | +36.9% | -113.8% | -84.3% |
| All | -81.2% | +0.6% | -81.7% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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