+194.0%
GGLL vs CPAY
+120.3%
+73.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | +5.1% | +13.1% | -8.0% | -1.3% |
| 30D | -35.5% | +15.5% | -51.0% | -40.2% |
| 3M | -39.2% | +14.7% | -53.8% | -43.4% |
| 6M | -54.4% | +33.6% | -88.0% | -61.0% |
| YTD | -29.8% | +52.7% | -82.6% | -45.8% |
| 1Y | -20.4% | +63.5% | -83.9% | -41.2% |
| 3Y | +149.7% | +98.8% | +50.9% | +50.5% |
| All | +194.0% | +120.3% | +73.7% | +62.6% |
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