+248.5%
GLDM vs CPAY
+97.7%
+150.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -0.5% | +2.1% | -2.6% | -0.5% |
| 30D | +4.4% | +5.5% | -1.1% | +4.4% |
| 3M | -1.1% | +16.6% | -17.6% | -1.2% |
| 6M | -13.7% | +26.7% | -40.3% | -13.8% |
| YTD | +2.8% | +38.4% | -35.6% | +2.7% |
| 1Y | +24.8% | +30.1% | -5.3% | +24.8% |
| 3Y | +127.8% | +52.6% | +75.2% | +126.9% |
| 5Y | +141.1% | +59.0% | +82.2% | +138.8% |
| All | +248.5% | +97.7% | +150.7% | +240.5% |
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