-77.0%
PATH vs GIS
-30.4%
-46.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | -0.2% |
| 7D | -5.3% | +3.6% | -8.9% | -5.1% |
| 30D | -0.5% | +13.9% | -14.4% | +0.3% |
| 3M | -7.1% | +0.3% | -7.5% | -6.9% |
| 6M | +23.8% | +5.0% | +18.8% | +25.0% |
| YTD | -20.7% | -18.4% | -2.3% | -23.2% |
| 1Y | -8.1% | -17.4% | +9.4% | -10.7% |
| 3Y | -21.8% | -36.9% | +15.1% | -26.7% |
| All | -77.0% | -30.4% | -46.6% | -77.0% |
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 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