+196.9%
GLD vs PAYC
+1,262.3%
-1,065.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.3% | -0.8% |
| 7D | +4.7% | -10.2% | +14.9% | +4.6% |
| 30D | -0.9% | +6.1% | -7.0% | -0.8% |
| 3M | -4.4% | +10.1% | -14.5% | -4.3% |
| 6M | -13.6% | +88.6% | -102.2% | -13.0% |
| YTD | -6.0% | +50.0% | -56.0% | -5.4% |
| 1Y | +1.8% | +46.1% | -44.3% | +2.4% |
| 3Y | +103.2% | +51.2% | +52.0% | +104.5% |
| 5Y | +119.3% | -51.7% | +171.0% | +119.3% |
| 10Y | +199.5% | +467.4% | -267.9% | +228.0% |
| All | +196.9% | +1,262.3% | -1,065.4% | +234.5% |
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