+5.8%
GD vs CPAY
+57.5%
-51.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | +1.9% | +2.0% | -0.1% | +1.7% |
| 30D | +9.2% | +14.3% | -5.0% | +7.8% |
| 3M | -7.5% | +11.3% | -18.8% | -8.4% |
| 6M | +5.8% | +34.8% | -29.0% | +2.1% |
| YTD | +9.8% | +51.5% | -41.7% | +4.6% |
| 1Y | +5.8% | +59.0% | -53.3% | -0.1% |
| All | +5.8% | +57.5% | -51.8% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling