+202.4%
GLD vs PAYC
+1,257.3%
-1,054.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +1.9% |
| 7D | +4.9% | -11.1% | +16.1% | +4.8% |
| 30D | -1.3% | +1.8% | -3.1% | -1.3% |
| 3M | -4.8% | +10.2% | -14.9% | -4.6% |
| 6M | -12.5% | +73.5% | -86.0% | -12.0% |
| YTD | -4.2% | +49.4% | -53.7% | -3.6% |
| 1Y | +3.0% | +47.2% | -44.2% | +3.7% |
| 3Y | +109.1% | +44.4% | +64.7% | +110.4% |
| 5Y | +121.6% | -52.1% | +173.7% | +121.5% |
| 10Y | +212.2% | +474.3% | -262.0% | +242.1% |
| All | +202.4% | +1,257.3% | -1,054.9% | +240.8% |
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