+40.0%
PATH vs GIS
-18.7%
+58.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.5% | -14.2% | -16.4% |
| 7D | -16.3% | -7.8% | -8.5% | -15.9% |
| 30D | +9.9% | +6.6% | +3.3% | +10.1% |
| 3M | +30.2% | +21.0% | +9.2% | +34.8% |
| 6M | +37.2% | -9.1% | +46.3% | +28.5% |
| YTD | -7.3% | -13.6% | +6.3% | -12.2% |
| 1Y | +40.0% | -18.0% | +58.0% | +28.6% |
| All | +40.0% | -18.7% | +58.7% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling