-0.8%
GFS vs CPAY
+55.2%
-56.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +3.2% | -2.7% | +5.9% | +4.5% |
| 30D | -9.6% | +0.6% | -10.1% | -10.0% |
| 3M | -38.5% | +17.0% | -55.5% | -43.8% |
| 6M | -1.3% | +24.1% | -25.4% | -13.5% |
| YTD | +31.8% | +35.7% | -3.9% | +7.2% |
| 1Y | +44.6% | +34.0% | +10.5% | +17.8% |
| 3Y | -20.6% | +50.3% | -70.9% | -41.4% |
| All | -0.8% | +55.2% | -56.0% | -30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling