+192.2%
GD vs CPAY
+144.7%
+47.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -3.1% | -2.5% | -0.7% | -2.4% |
| 30D | -10.9% | +1.3% | -12.2% | -11.3% |
| 3M | +2.5% | +13.5% | -11.0% | -1.5% |
| 6M | -1.7% | +24.7% | -26.4% | -8.6% |
| YTD | +6.1% | +34.9% | -28.8% | -4.3% |
| 1Y | +11.7% | +29.7% | -18.0% | +1.5% |
| 3Y | +71.8% | +49.4% | +22.4% | +45.1% |
| 5Y | +92.2% | +53.5% | +38.7% | +56.9% |
| 10Y | +192.2% | +152.5% | +39.7% | +107.8% |
| All | +192.2% | +144.7% | +47.5% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CPAY 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling