-21.8%
PATH vs GSK
+63.5%
-85.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.5% |
| 7D | -5.6% | +3.6% | -9.1% | -6.1% |
| 30D | -0.7% | +8.2% | -8.9% | -1.8% |
| 3M | -5.9% | -1.2% | -4.7% | -5.8% |
| 6M | +21.6% | +1.9% | +19.7% | +20.9% |
| YTD | -20.6% | +5.5% | -26.1% | -22.8% |
| 1Y | -10.6% | +11.8% | -22.4% | -14.4% |
| All | -21.8% | +63.5% | -85.2% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling