+215.0%
GLD vs PAYX
+167.8%
+47.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -2.0% | -4.9% | +2.9% | -1.9% |
| 30D | -1.5% | -3.8% | +2.3% | -1.5% |
| 3M | +3.2% | +17.9% | -14.6% | +2.9% |
| 6M | -16.3% | +26.1% | -42.3% | -16.6% |
| YTD | +0.6% | +6.7% | -6.1% | +0.7% |
| 1Y | +19.1% | -10.7% | +29.9% | +19.9% |
| 3Y | +123.5% | +7.0% | +116.5% | +122.9% |
| 5Y | +138.5% | +22.6% | +115.9% | +136.6% |
| All | +215.0% | +167.8% | +47.2% | +213.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling