-77.1%
PATH vs GM
+60.0%
-137.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | -2.3% | +0.4% | -2.7% | -2.6% |
| 30D | -4.8% | +7.2% | -12.0% | -8.9% |
| 3M | -17.7% | +1.0% | -18.7% | -18.9% |
| 6M | +18.9% | +13.0% | +5.9% | +9.3% |
| YTD | -21.7% | +9.8% | -31.5% | -28.4% |
| 1Y | -9.6% | +25.9% | -35.6% | -24.1% |
| 3Y | -25.8% | +240.4% | -266.2% | -72.3% |
| 5Y | -77.1% | +56.1% | -133.2% | -87.6% |
| All | -77.1% | +60.0% | -137.0% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling