-81.0%
PATH vs GIS
-31.7%
-49.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.3% |
| 7D | -2.7% | -4.6% | +1.8% | -3.2% |
| 30D | -1.4% | +6.6% | -8.0% | -0.7% |
| 3M | -16.4% | -8.1% | -8.3% | -17.1% |
| 6M | +23.3% | +4.9% | +18.3% | +25.2% |
| YTD | -19.8% | -21.4% | +1.5% | -23.2% |
| 1Y | -8.6% | -21.6% | +13.0% | -12.4% |
| 3Y | -24.0% | -39.3% | +15.2% | -30.3% |
| 5Y | -77.1% | -33.2% | -43.9% | -76.5% |
| All | -81.0% | -31.7% | -49.2% | -80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling