+164.0%
PAYX vs GFI
+1,093.3%
-929.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.5% |
| 7D | -4.9% | -2.7% | -2.2% | -4.8% |
| 30D | -3.8% | +13.2% | -17.0% | -3.9% |
| 3M | +17.9% | +28.5% | -10.6% | +17.6% |
| 6M | +26.1% | -6.2% | +32.2% | +26.1% |
| YTD | +6.7% | +8.7% | -2.0% | +6.4% |
| 1Y | -10.7% | +24.8% | -35.6% | -11.3% |
| 3Y | +7.0% | +298.0% | -291.1% | +3.4% |
| 5Y | +22.6% | +546.0% | -523.4% | +17.4% |
| All | +164.0% | +1,093.3% | -929.3% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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