-81.0%
PATH vs GSK
+67.6%
-148.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | -1.1% | +9.4% | -10.6% | -3.1% |
| 3M | -14.2% | +1.6% | -15.7% | -14.5% |
| 6M | +30.9% | +1.3% | +29.6% | +30.0% |
| YTD | -20.1% | +6.0% | -26.1% | -22.5% |
| 1Y | -8.1% | +9.1% | -17.1% | -11.6% |
| 3Y | -24.3% | +65.4% | -89.7% | -37.3% |
| 5Y | -75.6% | +43.0% | -118.6% | -79.3% |
| All | -81.0% | +67.6% | -148.6% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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