The s2Member Pro PayPal Auto Return URL won't work because your Google Analytics code isn't being loaded on that page (so Google Analytics has no way of knowing that your new member ever visited that page).
What you could use instead is your Login Welcome Page, or if you have another page your members visit after signing up, you could use that.
For example, I have a "Thank you" page that I created in WordPress (which loads my Google Analytics code, just like all my other WP pages) and in my Pro Form I use the shortcode success="http://mydomain.com/thank-you".
That shortcode sends new subscribers to my Thank You page after checking out and, since the Google Analytics code is loaded on that page, it gets tracked as a completed goal.
You can read more about the success= shortcode here: WP Admin -> s2Member -> PayPal Pro-Forms -> Custom Return URLs on SuccessStatistics: Posted by Raam Dev — December 1st, 2011, 10:03 pm
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