+7.4%
PAYX vs GLDM
+126.1%
-118.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -4.1% |
| 7D | -6.9% | +0.7% | -7.7% | -6.9% |
| 30D | -2.6% | +0.3% | -2.9% | -2.5% |
| 3M | +19.4% | +0.7% | +18.7% | +19.8% |
| 6M | +18.7% | -15.4% | +34.1% | +18.0% |
| YTD | +7.8% | +1.0% | +6.8% | +7.1% |
| 1Y | -9.9% | +19.7% | -29.6% | -11.1% |
| 3Y | +7.4% | +126.5% | -119.1% | +1.3% |
| All | +7.4% | +126.1% | -118.7% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling