-7.3%
GFS vs CPAY
+75.5%
-82.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.3% |
| 7D | +6.2% | +10.4% | -4.1% | +1.4% |
| 30D | -11.4% | +16.2% | -27.5% | -17.6% |
| 3M | -15.5% | +13.7% | -29.2% | -20.9% |
| 6M | -42.6% | +35.2% | -77.9% | -51.5% |
| YTD | +23.2% | +53.5% | -30.3% | -5.8% |
| 1Y | +23.6% | +58.9% | -35.3% | -7.6% |
| 3Y | -17.2% | +99.8% | -117.0% | -48.0% |
| 5Y | -23.4% | +93.3% | -116.7% | -50.1% |
| All | -7.3% | +75.5% | -82.8% | -38.7% |
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 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