+12.0%
PAYX vs GGLL
+328.7%
-316.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.5% |
| 7D | -4.2% | -4.8% | +0.6% | -3.8% |
| 30D | +2.9% | -13.7% | +16.6% | +4.0% |
| 3M | +23.6% | -21.9% | +45.5% | +25.3% |
| 6M | +30.0% | +11.7% | +18.4% | +26.8% |
| YTD | +12.2% | +2.3% | +9.9% | +10.2% |
| 1Y | -7.5% | +76.2% | -83.6% | -15.0% |
| 3Y | +10.1% | +245.0% | -234.9% | -14.0% |
| All | +12.0% | +328.7% | -316.7% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling