-16.4%
GFS vs PCOR
-17.3%
+0.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.3% |
| 7D | -7.8% | +22.7% | -30.6% | -14.5% |
| 30D | -19.7% | +37.5% | -57.1% | -28.4% |
| 3M | -23.1% | +35.2% | -58.3% | -31.9% |
| 6M | -46.4% | +42.2% | -88.6% | -54.3% |
| YTD | +11.0% | +3.6% | +7.5% | +4.4% |
| 1Y | +12.6% | -4.8% | +17.4% | +10.2% |
| 3Y | -24.9% | +48.3% | -73.3% | -42.5% |
| 5Y | -39.1% | -20.1% | -19.0% | -45.0% |
| All | -16.4% | -17.3% | +0.9% | -24.8% |
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