+632.4%
GEV vs PAYX
+4.7%
+627.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.7% |
| 7D | +1.6% | -4.9% | +6.5% | +0.7% |
| 30D | -7.9% | -3.8% | -4.1% | -8.5% |
| 3M | +5.6% | +17.9% | -12.2% | +7.9% |
| 6M | +13.1% | +26.1% | -13.0% | +15.9% |
| YTD | +46.7% | +6.7% | +40.0% | +54.3% |
| 1Y | +51.3% | -10.7% | +62.0% | +67.6% |
| All | +632.4% | +4.7% | +627.8% | +691.8% |
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