+14.9%
GIS vs PAYC
+1,158.0%
-1,143.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -1.2% |
| 7D | -8.3% | -7.9% | -0.4% | -7.8% |
| 30D | +2.2% | +2.1% | 0.0% | +2.0% |
| 3M | +15.7% | +61.8% | -46.1% | +12.2% |
| 6M | -12.0% | +59.9% | -71.9% | -14.7% |
| YTD | -15.0% | +38.5% | -53.5% | -17.0% |
| 1Y | -20.1% | -1.4% | -18.8% | -20.7% |
| 3Y | -34.6% | -21.0% | -13.6% | -34.9% |
| 5Y | -22.8% | -52.9% | +30.1% | -21.8% |
| 10Y | -18.5% | +332.8% | -351.3% | -30.3% |
| All | +14.9% | +1,158.0% | -1,143.1% | -6.2% |
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 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