+26.0%
GH vs PCOR
-10.3%
+36.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -15.6% | +22.7% | -38.3% | -25.2% |
| 30D | -10.4% | +37.5% | -47.8% | -25.2% |
| 3M | -4.3% | +35.2% | -39.5% | -20.7% |
| 6M | +63.5% | +42.2% | +21.3% | +28.5% |
| YTD | +47.7% | +3.6% | +44.1% | +35.1% |
| 1Y | +56.7% | -4.8% | +61.5% | +50.0% |
| 3Y | +443.9% | +48.3% | +395.5% | +257.3% |
| 5Y | +36.9% | -20.1% | +57.0% | +5.5% |
| All | +26.0% | -10.3% | +36.3% | -2.3% |
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 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