-54.8%
GTLB vs CPAY
+56.8%
-111.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -5.7% | -2.0% | -3.7% | -4.2% |
| 30D | +15.1% | -0.4% | +15.5% | +15.7% |
| 3M | +65.5% | +16.4% | +49.1% | +47.7% |
| 6M | +102.9% | +23.5% | +79.4% | +71.8% |
| YTD | +25.2% | +35.7% | -10.4% | -3.8% |
| 1Y | -5.5% | +30.2% | -35.7% | -26.1% |
| 3Y | -10.9% | +49.7% | -60.6% | -43.8% |
| All | -54.8% | +56.8% | -111.6% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling