+29.3%
GH vs PCOR
-7.7%
+37.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -1.2% |
| 7D | -8.2% | +2.5% | -10.7% | -9.3% |
| 30D | -4.9% | +37.9% | -42.8% | -20.7% |
| 3M | -6.2% | +32.0% | -38.2% | -21.2% |
| 6M | +60.0% | +54.7% | +5.3% | +20.5% |
| YTD | +51.5% | +6.6% | +45.0% | +36.7% |
| 1Y | +58.4% | -1.7% | +60.1% | +49.2% |
| 3Y | +617.2% | +49.0% | +568.3% | +374.8% |
| 5Y | +47.0% | -12.5% | +59.6% | +10.9% |
| All | +29.3% | -7.7% | +37.0% | -1.2% |
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