+103.6%
PAYX vs GH
+473.1%
-369.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.6% |
| 7D | -7.9% | -1.2% | -6.7% | -7.8% |
| 30D | -5.0% | -3.7% | -1.4% | -4.8% |
| 3M | +15.1% | +21.7% | -6.6% | +12.4% |
| 6M | +23.9% | +75.7% | -51.8% | +16.0% |
| YTD | +6.2% | +55.7% | -49.5% | +0.5% |
| 1Y | -9.6% | +181.1% | -190.8% | -20.1% |
| 3Y | +5.8% | +371.6% | -365.8% | -15.4% |
| 5Y | +22.0% | +23.2% | -1.2% | +8.2% |
| All | +103.6% | +473.1% | -369.5% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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