-16.4%
GFS vs PAYC
-54.3%
+37.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.1% | +11.3% | +7.6% |
| 7D | -7.8% | -10.2% | +2.3% | -5.1% |
| 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% | -58.0% |
| YTD | +11.0% | +50.0% | -38.9% | -6.4% |
| 1Y | +12.6% | +46.1% | -33.4% | -4.1% |
| 3Y | -24.9% | +51.2% | -76.1% | -38.2% |
| 5Y | -39.1% | -51.7% | +12.6% | -30.3% |
| All | -16.4% | -54.3% | +37.9% | -4.0% |
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