-75.7%
PATH vs GIS
-19.2%
-56.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.5% | -14.2% | -16.9% |
| 7D | -16.3% | -7.8% | -8.5% | -17.1% |
| 30D | +9.9% | +6.6% | +3.3% | +10.8% |
| 3M | +30.2% | +21.0% | +9.2% | +34.5% |
| 6M | +37.2% | -9.1% | +46.3% | +33.7% |
| YTD | -7.3% | -13.6% | +6.3% | -10.2% |
| 1Y | +40.0% | -18.0% | +58.0% | +34.6% |
| 3Y | -4.4% | -33.7% | +29.3% | -10.7% |
| All | -75.7% | -19.2% | -56.5% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling