Although a simple proof or your problem was already given in other answers, I wanted to complement them with some more (I hope interesting) information. Indeed, this is a special case of very old problem:
Let $(a_i)_{i=0}^{n-1}$ be a sequence of $n$ real numbers of non-negative sum, that is, $\sum_{i=0}^{n-1} a_i \geq 0$. Then, there exists index $k$ such that all partials sums (of $n$ terms starting from $k$) $\sum_{i=k}^{m+k} a_{i\ \bmod n}$ for $m = 0,1,\ldots,n$ are non-negative.
In your setting change $0$s to $(-1)$s and use the above theorem. As for its proof, you might want to use induction, but it is easier to do it directly.
The key point is that, when you start from the lowest possible level, then all the rest of the path will actually be above (i.e. greater or equal) zero.

In the picture above we can see two runs of partial sums (for convenience), thin horizontal black line is the absolute zero. If we were to start from the lowest possible level (dark red line), then all the rest (dark green strips) would be above the starting level (blue line).
The proof of the aforementioned theorem does exactly put the observation into formulas and concludes after rather simple calculation. I will not reproduce it here, because it would only obfuscate the basic idea behind the picture.
I hope this helps ;-)