-78.0%
PATH vs GM
+65.6%
-143.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.8% | -17.5% | -17.0% |
| 7D | -16.3% | +1.9% | -18.2% | -17.1% |
| 30D | +9.9% | -1.4% | +11.3% | +10.5% |
| 3M | +30.2% | +5.9% | +24.3% | +25.9% |
| 6M | +37.2% | +12.4% | +24.8% | +27.3% |
| YTD | -7.3% | +8.6% | -16.0% | -13.5% |
| 1Y | +40.0% | +52.6% | -12.6% | +7.2% |
| 3Y | -4.4% | +169.7% | -174.1% | -52.2% |
| 5Y | -76.0% | +87.5% | -163.6% | -86.1% |
| All | -78.0% | +65.6% | -143.6% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling