-77.0%
PATH vs GPN
-25.2%
-51.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -1.5% |
| 7D | -5.3% | +0.6% | -5.9% | -5.8% |
| 30D | -0.5% | +20.1% | -20.7% | -11.5% |
| 3M | -7.1% | +11.4% | -18.5% | -13.8% |
| 6M | +23.8% | +40.8% | -17.0% | -0.4% |
| YTD | -20.7% | +27.1% | -47.8% | -33.2% |
| 1Y | -8.1% | +29.2% | -37.3% | -23.5% |
| 3Y | -21.8% | -9.4% | -12.5% | -22.0% |
| All | -77.0% | -25.2% | -51.8% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling