-81.2%
PATH vs GPC
+19.9%
-101.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.5% |
| 7D | -5.3% | +1.6% | -6.9% | -6.0% |
| 30D | -0.5% | -2.1% | +1.5% | 0.0% |
| 3M | -7.1% | -6.8% | -0.3% | -4.8% |
| 6M | +23.8% | +18.6% | +5.2% | +13.2% |
| YTD | -20.7% | +2.7% | -23.4% | -23.9% |
| 1Y | -8.1% | +1.8% | -9.8% | -11.5% |
| 3Y | -21.8% | +1.1% | -22.9% | -28.9% |
| 5Y | -76.8% | +4.1% | -80.9% | -80.6% |
| All | -81.2% | +19.9% | -101.0% | -82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling