-21.8%
PATH vs GTLB
+14.8%
-36.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.5% | +2.8% | -0.3% |
| 7D | -5.6% | -13.5% | +7.9% | +1.9% |
| 30D | -0.7% | -5.1% | +4.4% | +1.8% |
| 3M | -5.9% | +35.5% | -41.3% | -20.4% |
| 6M | +21.6% | +97.2% | -75.6% | -15.3% |
| YTD | -20.6% | +30.5% | -51.2% | -33.1% |
| 1Y | -10.6% | +6.9% | -17.5% | -17.9% |
| All | -21.8% | +14.8% | -36.6% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling