+28.2%
GH vs PCOR
-10.0%
+38.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | 0.0% | -9.0% | -9.0% |
| 7D | -17.2% | +23.7% | -40.9% | -26.9% |
| 30D | -10.1% | +39.0% | -49.1% | -25.4% |
| 3M | -6.0% | +35.8% | -41.7% | -22.3% |
| 6M | +71.4% | +38.2% | +33.2% | +36.8% |
| YTD | +50.2% | +3.9% | +46.3% | +37.2% |
| 1Y | +61.4% | +5.7% | +55.7% | +44.6% |
| 3Y | +435.2% | +44.8% | +390.4% | +257.8% |
| 5Y | +39.2% | -19.8% | +59.0% | +7.1% |
| All | +28.2% | -10.0% | +38.2% | -0.8% |
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