-80.4%
PATH vs GH
+12.4%
-92.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.7% | +6.6% | +4.2% |
| 7D | -4.8% | -7.7% | +2.9% | -2.2% |
| 30D | +2.7% | -10.0% | +12.6% | +6.2% |
| 3M | -4.2% | +5.5% | -9.7% | -7.1% |
| 6M | +24.7% | +84.9% | -60.2% | -3.3% |
| YTD | -17.6% | +65.0% | -82.6% | -34.1% |
| 1Y | -5.3% | +71.8% | -77.1% | -25.7% |
| 3Y | -22.0% | +488.0% | -510.0% | -68.5% |
| 5Y | -76.5% | +46.8% | -123.4% | -84.4% |
| All | -80.4% | +12.4% | -92.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling