+336.7%
GD vs PAYC
+1,335.2%
-998.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.8% | +4.4% | -1.4% |
| 7D | -3.9% | -4.1% | +0.2% | -3.3% |
| 30D | +8.1% | +12.4% | -4.3% | +6.2% |
| 3M | -6.8% | +43.3% | -50.0% | -12.0% |
| 6M | +3.0% | +90.7% | -87.7% | -7.3% |
| YTD | +7.8% | +58.0% | -50.2% | -0.7% |
| 1Y | +5.8% | +37.4% | -31.6% | -0.5% |
| 3Y | +55.3% | +61.1% | -5.8% | +40.0% |
| 5Y | +96.7% | -49.1% | +145.7% | +104.1% |
| 10Y | +195.4% | +497.7% | -302.3% | +115.1% |
| All | +336.7% | +1,335.2% | -998.5% | +209.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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