-78.0%
PATH vs GPC
+34.8%
-112.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -17.0% | -16.8% |
| 7D | -16.3% | +0.4% | -16.7% | -16.5% |
| 30D | +9.9% | +5.1% | +4.8% | +7.4% |
| 3M | +30.2% | +41.5% | -11.4% | +10.9% |
| 6M | +37.2% | +21.8% | +15.4% | +24.7% |
| YTD | -7.3% | +14.6% | -21.9% | -14.8% |
| 1Y | +40.0% | +1.3% | +38.7% | +37.0% |
| 3Y | -4.4% | -1.4% | -3.0% | -9.0% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling