+76.0%
GSK vs PAYC
+1,229.9%
-1,153.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.6% |
| 7D | -1.8% | -2.9% | +1.0% | -1.5% |
| 30D | -2.2% | +32.8% | -34.9% | -5.1% |
| 3M | -1.8% | +69.3% | -71.1% | -7.2% |
| 6M | -10.6% | +74.0% | -84.6% | -16.1% |
| YTD | +4.4% | +46.4% | -42.0% | -0.3% |
| 1Y | +30.4% | +4.2% | +26.2% | +28.8% |
| 3Y | +60.1% | -19.7% | +79.8% | +59.2% |
| 5Y | +46.8% | -52.0% | +98.8% | +51.6% |
| 10Y | +79.2% | +356.9% | -277.7% | +42.4% |
| All | +76.0% | +1,229.9% | -1,153.8% | +31.5% |
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 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