+97.2%
GD vs CPAY
+59.0%
+38.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -5.3% | +2.1% | -7.3% | -5.7% |
| 30D | -6.4% | +5.5% | -12.0% | -7.5% |
| 3M | +5.7% | +16.6% | -10.9% | +2.2% |
| 6M | -0.9% | +26.7% | -27.6% | -6.2% |
| YTD | +8.2% | +38.4% | -30.2% | 0.0% |
| 1Y | +13.4% | +30.1% | -16.7% | +6.2% |
| 3Y | +68.5% | +52.6% | +15.9% | +48.9% |
| All | +97.2% | +59.0% | +38.2% | +67.7% |
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