+114.5%
PAYX vs GLDM
+245.4%
-130.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -1.9% |
| 7D | -7.5% | +0.2% | -7.6% | -7.5% |
| 30D | -5.3% | +0.3% | -5.6% | -5.3% |
| 3M | +15.6% | +3.3% | +12.3% | +15.6% |
| 6M | +19.5% | -14.5% | +33.9% | +20.5% |
| YTD | +5.8% | +1.9% | +3.8% | +4.7% |
| 1Y | -10.9% | +21.1% | -32.0% | -13.7% |
| 3Y | +5.4% | +128.6% | -123.2% | -7.3% |
| 5Y | +20.4% | +143.8% | -123.4% | +3.4% |
| All | +114.5% | +245.4% | -130.8% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded GLDM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling