+177.4%
GD vs CPAY
+210.0%
-32.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.6% | +2.1% |
| 7D | -3.0% | +11.9% | -14.9% | -6.2% |
| 30D | +9.3% | +15.1% | -5.8% | +4.8% |
| 3M | -7.2% | +16.5% | -23.7% | -11.5% |
| 6M | +5.5% | +33.1% | -27.7% | -3.5% |
| YTD | +9.5% | +52.2% | -42.7% | -4.9% |
| 1Y | +6.4% | +65.6% | -59.2% | -10.1% |
| 3Y | +59.8% | +100.2% | -40.4% | +22.6% |
| 5Y | +98.0% | +87.6% | +10.4% | +51.1% |
| 10Y | +177.4% | +205.3% | -27.9% | +92.9% |
| All | +177.4% | +210.0% | -32.7% | +92.9% |
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