+155.6%
GS vs PAYX
+8.8%
+146.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +5.9% | -1.2% | +7.0% | +6.2% |
| 30D | +4.3% | +7.8% | -3.5% | +1.2% |
| 3M | -11.7% | -6.8% | -4.8% | -9.9% |
| 6M | -3.2% | +31.3% | -34.5% | -15.5% |
| YTD | +5.8% | +7.7% | -1.9% | +0.8% |
| 1Y | +16.0% | +8.1% | +7.9% | +10.2% |
| 3Y | +199.8% | +12.2% | +187.6% | +174.3% |
| All | +155.6% | +8.8% | +146.7% | +131.2% |
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