-8.6%
PATH vs GM
+27.4%
-35.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.2% | -0.4% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | -3.7% | +8.4% | -12.1% | -4.1% |
| 3M | -13.8% | +2.6% | -16.3% | -13.8% |
| 6M | +20.3% | +14.3% | +6.0% | +21.3% |
| YTD | -20.8% | +11.0% | -31.8% | -18.9% |
| All | -8.6% | +27.4% | -35.9% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling