-75.7%
PATH vs GPC
+30.9%
-106.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.1% | -17.7% | -17.1% |
| 7D | -16.3% | +1.2% | -17.5% | -16.9% |
| 30D | +9.9% | +6.0% | +3.9% | +6.8% |
| 3M | +30.2% | +42.6% | -12.5% | +9.4% |
| 6M | +37.2% | +22.8% | +14.5% | +23.4% |
| YTD | -7.3% | +15.5% | -22.8% | -15.6% |
| 1Y | +40.0% | +2.0% | +38.0% | +36.2% |
| 3Y | -4.4% | -1.4% | -3.0% | -9.2% |
| All | -75.7% | +30.9% | -106.6% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling