-81.1%
PATH vs GME
-39.0%
-42.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.2% | -3.1% |
| 7D | -5.6% | +0.7% | -6.3% | -5.7% |
| 30D | -0.7% | -2.4% | +1.7% | -0.3% |
| 3M | -5.9% | +27.1% | -33.0% | -9.7% |
| 6M | +21.6% | -0.2% | +21.8% | +21.1% |
| YTD | -20.6% | +20.4% | -41.0% | -23.5% |
| 1Y | -10.6% | +9.8% | -20.4% | -12.6% |
| 3Y | -24.9% | +74.3% | -99.1% | -50.0% |
| 5Y | -76.8% | -54.7% | -22.2% | -82.2% |
| All | -81.1% | -39.0% | -42.2% | -85.6% |
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