-7.8%
GFS vs PAYC
-52.1%
+44.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -1.2% |
| 7D | +17.2% | -0.5% | +17.7% | +17.2% |
| 30D | -8.7% | +5.2% | -13.9% | -10.4% |
| 3M | -19.7% | +18.0% | -37.6% | -24.1% |
| 6M | -40.7% | +81.6% | -122.3% | -52.6% |
| YTD | +22.5% | +57.3% | -34.7% | +1.9% |
| 1Y | +25.2% | +49.8% | -24.6% | +6.2% |
| 3Y | -17.7% | +49.0% | -66.7% | -31.3% |
| 5Y | -23.5% | -47.8% | +24.3% | -13.9% |
| All | -7.8% | -52.1% | +44.3% | +4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling