-75.7%
PATH vs GSK
+48.0%
-123.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.9% | -14.7% | -16.2% |
| 7D | -16.3% | -1.8% | -14.5% | -15.9% |
| 30D | +9.9% | -2.2% | +12.1% | +10.4% |
| 3M | +30.2% | -1.8% | +32.0% | +30.4% |
| 6M | +37.2% | -10.6% | +47.8% | +40.2% |
| YTD | -7.3% | +4.4% | -11.7% | -10.0% |
| 1Y | +40.0% | +30.4% | +9.6% | +25.6% |
| 3Y | -4.4% | +60.1% | -64.5% | -22.0% |
| All | -75.7% | +48.0% | -123.7% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling