-81.1%
PATH vs GM
+68.6%
-149.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.3% | -2.1% |
| 7D | -5.6% | +4.2% | -9.8% | -7.5% |
| 30D | -0.7% | +8.9% | -9.6% | -5.2% |
| 3M | -5.9% | +0.4% | -6.3% | -6.7% |
| 6M | +21.6% | +17.8% | +3.8% | +10.4% |
| YTD | -20.6% | +10.6% | -31.2% | -26.9% |
| 1Y | -10.6% | +31.0% | -41.6% | -25.1% |
| 3Y | -24.9% | +209.2% | -234.1% | -65.7% |
| 5Y | -76.8% | +59.3% | -136.1% | -87.0% |
| All | -81.1% | +68.6% | -149.7% | -89.6% |
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 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