-22.1%
GFS vs CPAY
+49.5%
-71.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.5% |
| 7D | +2.6% | +0.6% | +2.1% | +2.4% |
| 30D | -16.4% | +3.6% | -20.0% | -17.6% |
| 3M | -41.6% | +16.6% | -58.2% | -45.6% |
| 6M | -3.7% | +29.5% | -33.1% | -15.2% |
| YTD | +29.3% | +35.3% | -6.0% | +8.5% |
| 1Y | +37.1% | +30.6% | +6.5% | +17.2% |
| 3Y | -22.1% | +49.7% | -71.9% | -40.3% |
| All | -22.1% | +49.5% | -71.6% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling