+100.5%
GD vs CPAY
+89.5%
+11.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | +2.7% | +1.6% | +1.1% | +2.4% |
| 30D | +8.6% | +17.6% | -9.0% | +5.1% |
| 3M | -7.1% | +8.7% | -15.8% | -8.7% |
| 6M | +7.5% | +39.5% | -32.1% | +0.1% |
| YTD | +9.9% | +53.6% | -43.7% | -0.4% |
| 1Y | +7.6% | +63.3% | -55.7% | -4.0% |
| 3Y | +56.2% | +101.7% | -45.5% | +29.6% |
| All | +100.5% | +89.5% | +11.0% | +66.6% |
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