+6.0%
PAYX vs GGLL
+226.0%
-220.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.7% | -1.7% |
| 7D | -7.5% | -3.9% | -3.6% | -7.3% |
| 30D | -5.3% | -15.4% | +10.1% | -4.8% |
| 3M | +15.6% | -21.9% | +37.5% | +16.3% |
| 6M | +19.5% | +4.5% | +15.0% | +18.2% |
| YTD | +5.8% | -2.4% | +8.2% | +5.0% |
| 1Y | -10.9% | +57.8% | -68.7% | -14.3% |
| All | +6.0% | +226.0% | -220.0% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling