-9.6%
PAYX vs GGLL
+60.5%
-70.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.4% |
| 7D | -7.9% | -5.8% | -2.1% | -8.0% |
| 30D | -5.0% | -7.2% | +2.2% | -5.2% |
| 3M | +15.1% | -17.5% | +32.7% | +14.5% |
| 6M | +23.9% | +5.1% | +18.9% | +24.2% |
| YTD | +6.2% | -1.3% | +7.5% | +6.7% |
| 1Y | -9.6% | +60.2% | -69.8% | -5.0% |
| All | -9.6% | +60.5% | -70.1% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling