-2.7%
GFS vs PAYC
-57.8%
+55.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +1.3% |
| 7D | +2.6% | -7.9% | +10.5% | +5.0% |
| 30D | -16.4% | +2.1% | -18.5% | -17.2% |
| 3M | -41.6% | +61.8% | -103.4% | -51.1% |
| 6M | -3.7% | +59.9% | -63.6% | -20.4% |
| YTD | +29.3% | +38.5% | -9.2% | +12.2% |
| 1Y | +37.1% | -1.4% | +38.5% | +36.5% |
| 3Y | -22.1% | -21.0% | -1.1% | -19.2% |
| All | -2.7% | -57.8% | +55.1% | +15.1% |
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