+284.0%
GPC vs CPAY
+1,724.0%
-1,440.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | -1.3% | +2.0% | -3.3% | -2.0% |
| 30D | -6.0% | +14.3% | -20.3% | -10.5% |
| 3M | -7.6% | +11.3% | -18.9% | -11.2% |
| 6M | +24.2% | +34.8% | -10.6% | +11.4% |
| YTD | +2.7% | +51.5% | -48.8% | -13.1% |
| 1Y | +0.2% | +59.0% | -58.9% | -16.8% |
| 3Y | -0.8% | +97.2% | -98.0% | -26.1% |
| 5Y | +4.4% | +88.8% | -84.4% | -22.7% |
| 10Y | +74.5% | +217.3% | -142.9% | +7.0% |
| All | +284.0% | +1,724.0% | -1,440.1% | +42.3% |
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