+280.5%
GDX vs PAYC
+1,328.5%
-1,048.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -6.8% | +4.9% | -11.7% | -7.0% |
| 30D | -2.1% | +4.1% | -6.2% | -2.3% |
| 3M | -7.5% | +11.5% | -19.0% | -8.0% |
| 6M | -15.2% | +85.3% | -100.4% | -17.5% |
| YTD | -4.8% | +57.3% | -62.1% | -6.8% |
| 1Y | +6.7% | +52.6% | -45.8% | +4.6% |
| 3Y | +212.7% | +48.3% | +164.5% | +205.2% |
| 5Y | +151.7% | -47.8% | +199.5% | +153.0% |
| 10Y | +330.3% | +515.9% | -185.5% | +364.0% |
| All | +280.5% | +1,328.5% | -1,048.0% | +328.6% |
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