-80.4%
PATH vs GME
-36.5%
-43.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +2.3% |
| 7D | -4.8% | +7.8% | -12.6% | -6.0% |
| 30D | +2.7% | -0.4% | +3.1% | +2.7% |
| 3M | -4.2% | +30.9% | -35.1% | -8.5% |
| 6M | +24.7% | +5.5% | +19.3% | +23.1% |
| YTD | -17.6% | +25.2% | -42.8% | -21.1% |
| 1Y | -5.3% | +14.4% | -19.7% | -8.1% |
| 3Y | -22.0% | +81.3% | -103.3% | -48.4% |
| 5Y | -76.5% | -53.8% | -22.7% | -82.0% |
| All | -80.4% | -36.5% | -43.9% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling