-78.0%
PATH vs GPC
+34.8%
-112.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.1% | -17.7% | -17.1% |
| 7D | -16.3% | +1.2% | -17.5% | -16.8% |
| 30D | +9.9% | +6.0% | +3.9% | +7.0% |
| 3M | +30.2% | +42.6% | -12.5% | +10.4% |
| 6M | +37.2% | +22.8% | +14.5% | +24.1% |
| YTD | -7.3% | +15.5% | -22.8% | -15.2% |
| 1Y | +40.0% | +2.0% | +38.0% | +36.4% |
| 3Y | -4.4% | -1.4% | -3.0% | -8.9% |
| 5Y | -76.0% | +30.6% | -106.6% | -80.6% |
| All | -78.0% | +34.8% | -112.8% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded GPC 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling