+187.0%
GS vs PAYX
+19.2%
+167.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.1% |
| 7D | +2.4% | -7.5% | +9.9% | +5.3% |
| 30D | -0.1% | -5.3% | +5.2% | +1.8% |
| 3M | +0.2% | +15.6% | -15.4% | -6.9% |
| 6M | +24.8% | +19.5% | +5.3% | +13.8% |
| YTD | +18.8% | +5.8% | +13.0% | +14.5% |
| 1Y | +37.3% | -10.9% | +48.2% | +44.1% |
| 3Y | +237.9% | +5.4% | +232.5% | +220.3% |
| 5Y | +187.0% | +20.4% | +166.7% | +156.1% |
| All | +187.0% | +19.2% | +167.8% | +156.1% |
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