-70.4%
PATH vs GTLB
-47.1%
-23.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.1% | -17.7% | -17.1% |
| 7D | -16.3% | +11.1% | -27.4% | -20.8% |
| 30D | +9.9% | +37.8% | -27.9% | -6.2% |
| 3M | +30.2% | +61.6% | -31.4% | +3.0% |
| 6M | +37.2% | +98.9% | -61.7% | -1.8% |
| YTD | -7.3% | +32.8% | -40.1% | -20.5% |
| 1Y | +40.0% | +14.7% | +25.3% | +26.1% |
| 3Y | -4.4% | +1.3% | -5.7% | -13.5% |
| All | -70.4% | -47.1% | -23.3% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling