+77.8%
GIS vs CPAY
+1,524.4%
-1,446.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -8.6% | -2.5% | -6.1% | -8.4% |
| 30D | -0.5% | +1.3% | -1.8% | -0.6% |
| 3M | +11.9% | +13.5% | -1.6% | +10.6% |
| 6M | -11.6% | +24.7% | -36.3% | -13.5% |
| YTD | -16.3% | +34.9% | -51.3% | -19.0% |
| 1Y | -21.8% | +29.7% | -51.4% | -24.1% |
| 3Y | -35.7% | +49.4% | -85.0% | -39.0% |
| 5Y | -22.9% | +53.5% | -76.3% | -27.8% |
| 10Y | -16.8% | +152.5% | -169.3% | -29.1% |
| All | +77.8% | +1,524.4% | -1,446.6% | +26.9% |
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