-21.3%
GFS vs PCOR
-17.0%
-4.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | 0.0% | -9.9% | -9.9% |
| 7D | -20.7% | +23.7% | -44.4% | -26.6% |
| 30D | -25.2% | +39.0% | -64.2% | -33.6% |
| 3M | -26.3% | +35.8% | -62.1% | -34.8% |
| 6M | -50.7% | +38.2% | -88.9% | -57.5% |
| YTD | +4.5% | +3.9% | +0.6% | -1.8% |
| 1Y | +2.5% | +5.7% | -3.2% | -5.1% |
| 3Y | -30.9% | +44.8% | -75.7% | -46.5% |
| 5Y | -42.6% | -19.8% | -22.9% | -48.3% |
| All | -21.3% | -17.0% | -4.3% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling