+238.0%
GM vs PAYX
+595.5%
-357.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | -2.4% | -4.9% | +2.4% | +0.6% |
| 30D | -1.1% | -3.8% | +2.7% | +1.0% |
| 3M | +6.1% | +17.9% | -11.7% | -5.3% |
| 6M | +15.0% | +26.1% | -11.1% | -3.1% |
| YTD | +6.0% | +6.7% | -0.8% | -1.1% |
| 1Y | +47.1% | -10.7% | +57.8% | +54.1% |
| 3Y | +170.5% | +7.0% | +163.5% | +141.0% |
| 5Y | +80.5% | +22.6% | +57.9% | +44.9% |
| 10Y | +238.7% | +166.5% | +72.2% | +45.8% |
| All | +238.0% | +595.5% | -357.4% | -41.7% |
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