+74.5%
GDXJ vs PAYX
+552.7%
-478.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.9% |
| 7D | -2.8% | -4.9% | +2.1% | -1.8% |
| 30D | +5.0% | -3.8% | +8.8% | +5.7% |
| 3M | +24.1% | +17.9% | +6.2% | +19.3% |
| 6M | -7.4% | +26.1% | -33.4% | -12.7% |
| YTD | +10.2% | +6.7% | +3.5% | +7.6% |
| 1Y | +42.5% | -10.7% | +53.3% | +45.2% |
| 3Y | +285.7% | +7.0% | +278.7% | +270.5% |
| 5Y | +231.9% | +22.6% | +209.2% | +208.2% |
| 10Y | +230.0% | +166.5% | +63.5% | +147.8% |
| All | +74.5% | +552.7% | -478.2% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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