+2.5%
GFS vs PCOR
+5.9%
-3.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | 0.0% | -9.9% | -9.9% |
| 7D | -20.7% | +23.7% | -44.4% | -16.2% |
| 30D | -25.2% | +39.0% | -64.2% | -18.8% |
| 3M | -26.3% | +35.8% | -62.1% | -19.8% |
| 6M | -50.7% | +38.2% | -88.9% | -43.8% |
| YTD | +4.5% | +3.9% | +0.6% | +19.1% |
| 1Y | +2.5% | +5.7% | -3.2% | +17.4% |
| All | +2.5% | +5.9% | -3.5% | +17.4% |
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