-2.4%
GFS vs PAYC
-55.4%
+53.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +2.6% |
| 7D | +1.0% | -2.9% | +3.9% | +1.8% |
| 30D | -8.6% | +32.8% | -41.3% | -16.8% |
| 3M | -46.5% | +69.3% | -115.8% | -55.8% |
| 6M | -4.8% | +74.0% | -78.8% | -23.4% |
| YTD | +29.7% | +46.4% | -16.8% | +10.7% |
| 1Y | +35.8% | +4.2% | +31.7% | +33.2% |
| 3Y | -18.3% | -19.7% | +1.4% | -14.8% |
| All | -2.4% | -55.4% | +53.0% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling