+611.9%
GS vs PAYC
+1,262.3%
-650.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.1% | +4.7% | +0.7% |
| 7D | -3.2% | -10.2% | +7.0% | -1.0% |
| 30D | -2.4% | +6.1% | -8.6% | -3.7% |
| 3M | -15.7% | +10.1% | -25.8% | -17.7% |
| 6M | -6.8% | +88.6% | -95.4% | -20.3% |
| YTD | -0.1% | +50.0% | -50.0% | -10.8% |
| 1Y | +12.1% | +46.1% | -34.0% | +0.6% |
| 3Y | +185.8% | +51.2% | +134.6% | +150.3% |
| 5Y | +140.1% | -51.7% | +191.7% | +157.2% |
| 10Y | +505.2% | +467.4% | +37.9% | +305.7% |
| All | +611.9% | +1,262.3% | -650.4% | +345.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling