+478.5%
GS vs CPAY
+210.0%
+268.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.0% | +4.4% |
| 7D | +0.8% | +11.9% | -11.1% | -4.6% |
| 30D | +1.2% | +15.1% | -13.9% | -5.6% |
| 3M | -12.4% | +16.5% | -29.0% | -19.0% |
| 6M | -2.3% | +33.1% | -35.5% | -15.9% |
| YTD | +4.6% | +52.2% | -47.6% | -17.2% |
| 1Y | +17.5% | +65.6% | -48.1% | -11.0% |
| 3Y | +202.0% | +100.2% | +101.8% | +104.2% |
| 5Y | +152.4% | +87.6% | +64.7% | +71.3% |
| 10Y | +478.5% | +205.3% | +273.3% | +237.8% |
| All | +478.5% | +210.0% | +268.5% | +237.8% |
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