+112.5%
GD vs PCOR
-30.9%
+143.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -1.4% |
| 7D | -5.3% | -9.0% | +3.7% | -4.6% |
| 30D | -6.4% | +4.2% | -10.6% | -6.8% |
| 3M | +5.7% | +14.4% | -8.7% | +4.3% |
| 6M | -0.9% | +0.2% | -1.1% | -1.5% |
| YTD | +8.2% | -20.3% | +28.4% | +9.2% |
| 1Y | +13.4% | -16.1% | +29.6% | +14.0% |
| 3Y | +68.5% | -14.7% | +83.2% | +66.8% |
| 5Y | +97.2% | -43.2% | +140.3% | +90.6% |
| All | +112.5% | -30.9% | +143.4% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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