+32.6%
GH vs PCOR
-9.0%
+41.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.7% | +4.5% |
| 7D | -7.0% | +22.2% | -29.2% | -17.3% |
| 30D | -5.2% | +36.0% | -41.2% | -20.4% |
| 3M | -5.8% | +34.0% | -39.8% | -21.5% |
| 6M | +65.9% | +43.5% | +22.4% | +29.9% |
| YTD | +55.5% | +5.1% | +50.3% | +41.2% |
| 1Y | +64.2% | -3.9% | +68.1% | +56.6% |
| 3Y | +606.0% | +52.9% | +553.1% | +357.1% |
| 5Y | +47.3% | -18.7% | +65.9% | +12.7% |
| All | +32.6% | -9.0% | +41.6% | +2.1% |
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