+35.8%
GFS vs PCOR
-14.7%
+50.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +1.0% |
| 7D | +1.0% | -9.0% | +10.0% | -0.1% |
| 30D | -8.6% | +4.2% | -12.8% | -8.0% |
| 3M | -46.5% | +14.4% | -61.0% | -44.0% |
| 6M | -4.8% | +0.2% | -5.0% | -0.7% |
| YTD | +29.7% | -20.3% | +49.9% | +47.0% |
| 1Y | +35.8% | -16.1% | +52.0% | +48.6% |
| All | +35.8% | -14.7% | +50.5% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling