+119.5%
PAYX vs GLDM
+216.5%
-97.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.3% |
| 7D | +0.5% | +2.9% | -2.4% | +0.4% |
| 30D | +12.9% | -3.9% | +16.8% | +13.0% |
| 3M | -3.1% | -8.1% | +5.0% | -2.9% |
| 6M | +27.9% | -14.7% | +42.6% | +28.7% |
| YTD | +8.2% | -6.6% | +14.8% | +7.4% |
| 1Y | +8.9% | -2.1% | +10.9% | +7.5% |
| 3Y | +12.6% | +107.7% | -95.1% | -0.5% |
| 5Y | +10.8% | +116.5% | -105.7% | -4.2% |
| All | +119.5% | +216.5% | -97.0% | +101.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling