-55.4%
GTLB vs CPAY
+56.0%
-111.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -6.6% | -2.5% | -4.1% | -4.8% |
| 30D | +13.7% | +1.3% | +12.4% | +12.9% |
| 3M | +52.9% | +13.5% | +39.4% | +39.2% |
| 6M | +88.5% | +24.7% | +63.8% | +58.3% |
| YTD | +23.4% | +34.9% | -11.5% | -4.8% |
| 1Y | -3.8% | +29.7% | -33.5% | -24.6% |
| 3Y | -11.5% | +49.4% | -60.9% | -44.2% |
| All | -55.4% | +56.0% | -111.4% | -70.4% |
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