+195.4%
GD vs CPAY
+145.3%
+50.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.1% |
| 7D | -3.5% | +0.6% | -4.0% | -3.7% |
| 30D | -9.0% | +3.6% | -12.6% | -10.0% |
| 3M | +5.1% | +16.6% | -11.6% | +0.2% |
| 6M | -1.0% | +29.5% | -30.5% | -9.0% |
| YTD | +7.3% | +35.3% | -28.0% | -3.3% |
| 1Y | +12.4% | +30.6% | -18.2% | +2.0% |
| 3Y | +73.7% | +49.7% | +24.0% | +46.6% |
| 5Y | +93.8% | +54.4% | +39.3% | +57.8% |
| All | +195.4% | +145.3% | +50.1% | +110.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling