+22.1%
GH vs PCOR
-43.0%
+65.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +2.5% |
| 7D | -0.1% | -9.0% | +8.9% | +4.9% |
| 30D | -1.1% | +4.2% | -5.3% | -4.2% |
| 3M | +21.3% | +14.4% | +6.9% | +9.9% |
| 6M | +73.5% | +0.2% | +73.3% | +65.6% |
| YTD | +58.0% | -20.3% | +78.3% | +69.6% |
| 1Y | +163.1% | -16.1% | +179.2% | +167.9% |
| 3Y | +361.0% | -14.7% | +375.8% | +320.6% |
| All | +22.1% | -43.0% | +65.1% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling