+183.6%
PAYX vs GD
+180.8%
+2.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.4% |
| 7D | +0.5% | -1.9% | +2.4% | +1.4% |
| 30D | +12.9% | +10.9% | +2.0% | +6.4% |
| 3M | -3.1% | -6.8% | +3.6% | +0.4% |
| 6M | +27.9% | +7.0% | +20.9% | +22.3% |
| YTD | +8.2% | +11.1% | -2.9% | +0.6% |
| 1Y | +8.9% | +7.0% | +1.8% | +3.4% |
| 3Y | +12.6% | +59.9% | -47.3% | -17.2% |
| 5Y | +10.8% | +102.5% | -91.7% | -30.4% |
| 10Y | +183.6% | +174.0% | +9.6% | +44.0% |
| All | +183.6% | +180.8% | +2.8% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling