-75.7%
PATH vs GME
-62.8%
-12.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.3% | -16.6% |
| 7D | -16.3% | +7.2% | -23.5% | -17.3% |
| 30D | +9.9% | +0.8% | +9.1% | +9.8% |
| 3M | +30.2% | -14.0% | +44.1% | +33.5% |
| 6M | +37.2% | -19.7% | +56.9% | +42.1% |
| YTD | -7.3% | -4.6% | -2.7% | -7.0% |
| 1Y | +40.0% | -14.3% | +54.3% | +42.9% |
| 3Y | -4.4% | +4.0% | -8.4% | -32.8% |
| All | -75.7% | -62.8% | -12.8% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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