-19.4%
GFS vs PCOR
-14.4%
-5.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +2.5% |
| 7D | +1.0% | -9.0% | +10.0% | +3.2% |
| 30D | -8.6% | +4.2% | -12.8% | -9.8% |
| 3M | -46.5% | +14.4% | -61.0% | -48.5% |
| 6M | -4.8% | +0.2% | -5.0% | -6.5% |
| YTD | +29.7% | -20.3% | +49.9% | +38.7% |
| 1Y | +35.8% | -16.1% | +52.0% | +41.2% |
| All | -19.4% | -14.4% | -5.0% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling