-81.2%
PATH vs GPN
-52.0%
-29.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -1.4% |
| 7D | -5.3% | +0.6% | -5.9% | -5.7% |
| 30D | -0.5% | +20.1% | -20.7% | -10.9% |
| 3M | -7.1% | +11.4% | -18.5% | -13.4% |
| 6M | +23.8% | +40.8% | -17.0% | +1.1% |
| YTD | -20.7% | +27.1% | -47.8% | -32.4% |
| 1Y | -8.1% | +29.2% | -37.3% | -22.5% |
| 3Y | -21.8% | -9.4% | -12.5% | -21.9% |
| 5Y | -76.8% | -25.1% | -51.7% | -74.8% |
| All | -81.2% | -52.0% | -29.2% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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