+2,064.0%
GS vs PAYX
+1,110.1%
+954.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +1.4% |
| 7D | +0.9% | -4.2% | +5.1% | +3.1% |
| 30D | -1.6% | +2.9% | -4.5% | -3.2% |
| 3M | -4.5% | +23.6% | -28.1% | -15.5% |
| 6M | +20.9% | +30.0% | -9.2% | +3.1% |
| YTD | +19.9% | +12.2% | +7.7% | +10.0% |
| 1Y | +41.4% | -7.5% | +48.9% | +42.8% |
| 3Y | +239.2% | +10.1% | +229.0% | +208.4% |
| 5Y | +185.0% | +25.1% | +159.9% | +139.3% |
| 10Y | +655.0% | +171.7% | +483.2% | +318.3% |
| All | +2,064.0% | +1,110.1% | +954.0% | +485.0% |
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