+9.0%
PAYX vs GLDM
+107.1%
-98.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.2% | -4.6% | +3.4% | -1.2% |
| 30D | +7.8% | -5.5% | +13.3% | +7.7% |
| 3M | -6.8% | -10.9% | +4.1% | -6.9% |
| 6M | +31.3% | -17.3% | +48.6% | +31.3% |
| YTD | +7.7% | -10.2% | +17.9% | +6.5% |
| 1Y | +8.1% | -6.9% | +15.0% | +6.5% |
| 3Y | +12.2% | +98.7% | -86.5% | -1.7% |
| All | +9.0% | +107.1% | -98.0% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling