-17.5%
GFS vs CPAY
+100.9%
-118.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.3% |
| 7D | +6.2% | +10.4% | -4.1% | +2.8% |
| 30D | -11.4% | +16.2% | -27.5% | -15.9% |
| 3M | -15.5% | +13.7% | -29.2% | -19.3% |
| 6M | -42.6% | +35.2% | -77.9% | -49.4% |
| YTD | +23.2% | +53.5% | -30.3% | -0.9% |
| 1Y | +23.6% | +58.9% | -35.3% | -2.7% |
| All | -17.5% | +100.9% | -118.4% | -46.0% |
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