-18.0%
GIS vs PCOR
-14.7%
-3.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -2.3% |
| 7D | -7.8% | -9.0% | +1.1% | -7.6% |
| 30D | +6.6% | +4.2% | +2.4% | +6.6% |
| 3M | +21.0% | +14.4% | +6.6% | +19.5% |
| 6M | -9.1% | +0.2% | -9.2% | -10.4% |
| YTD | -13.6% | -20.3% | +6.6% | -16.5% |
| 1Y | -18.0% | -16.1% | -1.9% | -20.9% |
| All | -18.0% | -14.7% | -3.3% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling