-23.1%
GFS vs CPAY
+92.6%
-115.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.7% |
| 3M | -15.5% | +13.7% | -29.2% | -21.0% |
| 6M | -42.6% | +35.2% | -77.9% | -51.6% |
| YTD | +23.2% | +53.5% | -30.3% | -6.1% |
| 1Y | +23.6% | +58.9% | -35.3% | -7.9% |
| 3Y | -17.2% | +99.8% | -117.0% | -48.5% |
| All | -23.1% | +92.6% | -115.7% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling