+1,387.3%
GIS vs PAYX
+35,385.9%
-33,998.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -6.4% | -4.9% | -1.5% | -5.7% |
| 30D | -6.1% | -3.8% | -2.3% | -5.6% |
| 3M | +7.8% | +17.9% | -10.0% | +5.5% |
| 6M | -8.8% | +26.1% | -34.9% | -11.6% |
| YTD | -19.1% | +6.7% | -25.9% | -20.0% |
| 1Y | -24.8% | -10.7% | -14.0% | -23.8% |
| 3Y | -37.6% | +7.0% | -44.5% | -38.3% |
| 5Y | -25.4% | +22.6% | -48.0% | -28.1% |
| 10Y | -19.6% | +166.5% | -186.1% | -30.4% |
| All | +1,387.3% | +35,385.9% | -33,998.6% | +653.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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