-2.4%
GFS vs CPAY
+58.2%
-60.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | +1.0% | +2.1% | -1.1% | 0.0% |
| 30D | -8.6% | +5.5% | -14.1% | -11.1% |
| 3M | -46.5% | +16.6% | -63.1% | -51.0% |
| 6M | -4.8% | +26.7% | -31.5% | -17.4% |
| YTD | +29.7% | +38.4% | -8.7% | +4.5% |
| 1Y | +35.8% | +30.1% | +5.7% | +13.1% |
| 3Y | -18.3% | +52.6% | -70.9% | -40.1% |
| All | -2.4% | +58.2% | -60.6% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling