+35,385.9%
PAYX vs GAP
+2,161.5%
+33,224.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.3% | 0.0% |
| 7D | -4.9% | -4.1% | -0.8% | -4.1% |
| 30D | -3.8% | +6.2% | -10.0% | -5.1% |
| 3M | +17.9% | -0.7% | +18.6% | +17.6% |
| 6M | +26.1% | -7.1% | +33.2% | +26.2% |
| YTD | +6.7% | -14.1% | +20.8% | +7.9% |
| 1Y | -10.7% | -8.5% | -2.3% | -11.3% |
| 3Y | +7.0% | +115.4% | -108.4% | -16.3% |
| 5Y | +22.6% | +9.8% | +12.8% | +4.1% |
| 10Y | +166.5% | +30.6% | +136.0% | +91.0% |
| All | +35,385.9% | +2,161.5% | +33,224.4% | +13,337.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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