+111.7%
GD vs PCOR
-10.0%
+121.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -3.9% | +23.7% | -27.6% | -5.5% |
| 30D | +8.1% | +39.0% | -30.9% | +5.2% |
| 3M | -6.8% | +35.8% | -42.5% | -9.2% |
| 6M | +3.0% | +38.2% | -35.2% | -0.1% |
| YTD | +7.8% | +3.9% | +3.8% | +6.4% |
| 1Y | +5.8% | +5.7% | +0.1% | +4.3% |
| 3Y | +55.3% | +44.8% | +10.5% | +47.9% |
| 5Y | +96.7% | -19.8% | +116.5% | +85.9% |
| All | +111.7% | -10.0% | +121.7% | +100.5% |
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