-34.7%
GFS vs PAYC
-52.1%
+17.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.1% | +11.3% | +7.7% |
| 7D | -7.8% | -10.2% | +2.3% | -5.0% |
| 30D | -19.7% | +6.1% | -25.8% | -21.4% |
| 3M | -23.1% | +10.1% | -33.2% | -25.9% |
| 6M | -46.4% | +88.6% | -135.0% | -58.2% |
| YTD | +11.0% | +50.0% | -38.9% | -6.7% |
| 1Y | +12.6% | +46.1% | -33.4% | -4.4% |
| 3Y | -24.9% | +51.2% | -76.1% | -38.5% |
| All | -34.7% | -52.1% | +17.4% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling