-9.6%
PATH vs GTLB
+2.0%
-11.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.6% |
| 7D | -2.3% | -10.9% | +8.6% | +4.6% |
| 30D | -4.8% | -15.3% | +10.5% | +4.7% |
| 3M | -17.7% | +14.6% | -32.3% | -25.0% |
| 6M | +18.9% | +79.6% | -60.7% | -16.4% |
| YTD | -21.7% | +24.3% | -46.0% | -39.2% |
| 1Y | -9.6% | +1.0% | -10.7% | -29.0% |
| All | -9.6% | +2.0% | -11.6% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling