+195.8%
GGLL vs PAYC
-30.0%
+225.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.6% |
| 7D | +6.3% | -11.1% | +17.5% | +9.3% |
| 30D | -35.1% | +1.8% | -36.9% | -35.5% |
| 3M | -37.7% | +10.2% | -47.9% | -39.3% |
| 6M | -54.1% | +73.5% | -127.6% | -60.5% |
| YTD | -29.4% | +49.4% | -78.9% | -37.2% |
| 1Y | -13.4% | +47.2% | -60.6% | -22.7% |
| 3Y | +158.3% | +44.4% | +113.9% | +128.0% |
| All | +195.8% | -30.0% | +225.8% | +248.2% |
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 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