-75.6%
PATH vs GM
+46.1%
-121.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +1.2% |
| 7D | +0.7% | -3.4% | +4.1% | +2.4% |
| 30D | -1.1% | +2.7% | -3.8% | -3.2% |
| 3M | -14.2% | -0.4% | -13.8% | -14.8% |
| 6M | +30.9% | +13.3% | +17.6% | +20.1% |
| YTD | -20.1% | +6.8% | -26.8% | -25.9% |
| 1Y | -8.1% | +21.1% | -29.2% | -21.2% |
| 3Y | -24.3% | +231.0% | -255.3% | -71.6% |
| 5Y | -75.6% | +41.9% | -117.5% | -87.0% |
| All | -75.6% | +46.1% | -121.7% | -87.0% |
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