+4,968.6%
GLW vs PAYX
+35,064.1%
-30,095.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.1% |
| 7D | +16.9% | -7.5% | +24.3% | +19.7% |
| 30D | +7.0% | -5.3% | +12.3% | +8.3% |
| 3M | -3.0% | +15.6% | -18.6% | -9.8% |
| 6M | +31.0% | +19.5% | +11.5% | +18.7% |
| YTD | +93.4% | +5.8% | +87.6% | +81.5% |
| 1Y | +134.7% | -10.9% | +145.6% | +133.4% |
| 3Y | +471.8% | +5.4% | +466.4% | +428.5% |
| 5Y | +394.5% | +20.4% | +374.1% | +333.0% |
| 10Y | +867.9% | +164.1% | +703.8% | +554.6% |
| All | +4,968.6% | +35,064.1% | -30,095.5% | +1,574.0% |
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