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  • GLD vs PAYX✓SelectedUSD · PAYXGLD vs PAYX performance historyLatest closeAs of-1.73%09/10
Stock and ETF performance explorer

GLD vs PAYX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+137.1%
PAYX return
+20.8%
Excess return
+116.3%
Maximum drawdown
-26.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioPAYXExcessAlpha
1D-1.7%+0.4%-2.1%-1.7%
7D-3.4%-7.9%+4.5%-3.4%
30D-1.1%-5.0%+3.9%-1.2%
3M+5.8%+15.1%-9.3%+5.8%
6M-17.1%+23.9%-41.0%-17.1%
YTD0.0%+6.2%-6.2%+0.5%
1Y+18.2%-9.6%+27.9%+19.6%
3Y+122.6%+5.8%+116.8%+122.1%
5Y+137.1%+22.0%+115.1%+131.4%
All+137.1%+20.8%+116.3%+131.4%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling