+93.8%
GD vs CPAY
+86.4%
+7.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.5% | -1.0% |
| 7D | -5.0% | +13.5% | -18.5% | -7.4% |
| 30D | +8.9% | +13.1% | -4.2% | +6.2% |
| 3M | -8.0% | +14.3% | -22.3% | -10.6% |
| 6M | +2.9% | +49.0% | -46.1% | -5.6% |
| YTD | +7.1% | +51.3% | -44.2% | -2.7% |
| 1Y | +5.9% | +63.7% | -57.8% | -5.6% |
| 3Y | +53.9% | +95.0% | -41.1% | +28.6% |
| All | +93.8% | +86.4% | +7.4% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling