+437.1%
GS vs PAYC
+510.1%
-73.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -4.0% | -2.0% |
| 7D | +5.1% | -0.5% | +5.6% | +5.2% |
| 30D | +2.4% | +5.2% | -2.7% | +1.1% |
| 3M | -11.5% | +18.0% | -29.5% | -15.2% |
| 6M | -2.5% | +81.6% | -84.1% | -17.5% |
| YTD | +5.5% | +57.3% | -51.8% | -8.4% |
| 1Y | +11.0% | +49.8% | -38.8% | -2.3% |
| 3Y | +200.1% | +49.0% | +151.1% | +158.7% |
| 5Y | +154.7% | -47.8% | +202.5% | +174.6% |
| All | +437.1% | +510.1% | -73.0% | +223.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling