-21.8%
PATH vs GM
+209.2%
-231.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.3% | -2.8% |
| 7D | -5.6% | +4.2% | -9.8% | -6.6% |
| 30D | -0.7% | +8.9% | -9.6% | -3.2% |
| 3M | -5.9% | +0.4% | -6.3% | -6.2% |
| 6M | +21.6% | +17.8% | +3.8% | +15.6% |
| YTD | -20.6% | +10.6% | -31.2% | -23.7% |
| 1Y | -10.6% | +31.0% | -41.6% | -19.3% |
| All | -21.8% | +209.2% | -231.0% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling