+307.6%
GFI vs CPAY
+1,532.9%
-1,225.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -4.9% | -2.0% | -2.9% | -4.7% |
| 30D | +10.7% | -0.4% | +11.1% | +10.7% |
| 3M | +25.6% | +16.4% | +9.3% | +24.2% |
| 6M | -8.3% | +23.5% | -31.8% | -9.7% |
| YTD | +6.3% | +35.7% | -29.3% | +4.0% |
| 1Y | +22.1% | +30.2% | -8.1% | +19.6% |
| 3Y | +289.2% | +49.7% | +239.5% | +273.7% |
| 5Y | +531.7% | +56.6% | +475.1% | +497.5% |
| 10Y | +1,043.8% | +153.8% | +890.0% | +977.5% |
| All | +307.6% | +1,532.9% | -1,225.3% | +201.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling