-6.1%
PATH vs GH
+361.0%
-367.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.2% | -16.9% | -16.7% |
| 7D | -16.3% | -0.1% | -16.3% | -16.3% |
| 30D | +9.9% | -1.1% | +11.0% | +9.9% |
| 3M | +30.2% | +21.3% | +8.9% | +24.1% |
| 6M | +37.2% | +73.5% | -36.3% | +20.0% |
| YTD | -7.3% | +58.0% | -65.3% | -17.5% |
| 1Y | +40.0% | +163.1% | -123.1% | +10.2% |
| All | -6.1% | +361.0% | -367.2% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling