-81.1%
PATH vs GIS
-27.2%
-53.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -3.5% |
| 7D | -5.6% | +9.4% | -15.0% | -4.7% |
| 30D | -0.7% | +15.5% | -16.1% | +0.8% |
| 3M | -5.9% | +3.4% | -9.3% | -5.3% |
| 6M | +21.6% | +9.4% | +12.2% | +23.7% |
| YTD | -20.6% | -16.2% | -4.4% | -23.5% |
| 1Y | -10.6% | -16.0% | +5.4% | -13.7% |
| 3Y | -24.9% | -35.8% | +10.9% | -30.7% |
| 5Y | -76.8% | -28.5% | -48.3% | -76.0% |
| All | -81.1% | -27.2% | -53.9% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling