+328.7%
GGLL vs CPAY
+99.6%
+229.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.9% |
| 7D | -4.8% | +2.1% | -6.9% | -5.7% |
| 30D | -13.7% | +5.5% | -19.2% | -16.1% |
| 3M | -21.9% | +16.6% | -38.4% | -28.1% |
| 6M | +11.7% | +26.7% | -15.0% | -2.4% |
| YTD | +2.3% | +38.4% | -36.1% | -16.8% |
| 1Y | +76.2% | +30.1% | +46.0% | +48.0% |
| 3Y | +245.0% | +52.6% | +192.4% | +149.1% |
| All | +328.7% | +99.6% | +229.1% | +150.0% |
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