+642.6%
GS vs CPAY
+142.6%
+500.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.8% |
| 7D | +3.4% | +0.6% | +2.8% | +3.1% |
| 30D | +0.2% | +3.6% | -3.4% | -1.6% |
| 3M | -0.3% | +16.6% | -17.0% | -8.0% |
| 6M | +27.4% | +29.5% | -2.1% | +10.8% |
| YTD | +19.6% | +35.3% | -15.6% | +0.8% |
| 1Y | +42.5% | +30.6% | +11.8% | +21.2% |
| 3Y | +240.4% | +49.7% | +190.7% | +167.1% |
| 5Y | +188.9% | +54.4% | +134.5% | +117.0% |
| 10Y | +642.6% | +142.8% | +499.7% | +365.8% |
| All | +642.6% | +142.6% | +500.0% | +365.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling