-78.0%
PATH vs GLDM
+147.0%
-225.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.9% | -15.7% | -16.5% |
| 7D | -16.3% | -0.5% | -15.8% | -16.2% |
| 30D | +9.9% | +4.4% | +5.5% | +9.1% |
| 3M | +30.2% | -1.1% | +31.2% | +30.4% |
| 6M | +37.2% | -13.7% | +50.9% | +41.4% |
| YTD | -7.3% | +2.8% | -10.1% | -9.1% |
| 1Y | +40.0% | +24.8% | +15.2% | +29.0% |
| 3Y | -4.4% | +127.8% | -132.2% | -33.1% |
| 5Y | -76.0% | +141.1% | -217.2% | -84.9% |
| All | -78.0% | +147.0% | -225.0% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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