-81.2%
PATH vs GH
+5.9%
-87.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.4% | -2.0% |
| 7D | -2.7% | -7.0% | +4.3% | -0.4% |
| 30D | -3.7% | -5.2% | +1.5% | -2.2% |
| 3M | -13.8% | -5.8% | -8.0% | -13.0% |
| 6M | +20.3% | +65.9% | -45.6% | -3.1% |
| YTD | -20.8% | +55.5% | -76.3% | -35.5% |
| 1Y | -9.2% | +64.2% | -73.4% | -27.7% |
| 3Y | -21.8% | +606.0% | -627.8% | -71.3% |
| 5Y | -77.4% | +47.3% | -124.7% | -85.1% |
| All | -81.2% | +5.9% | -87.1% | -84.0% |
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