-26.5%
GIS vs PCOR
-33.1%
+6.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.6% |
| 7D | -8.3% | -6.9% | -1.3% | -8.3% |
| 30D | +2.2% | -1.5% | +3.7% | +2.2% |
| 3M | +15.7% | +18.5% | -2.8% | +15.9% |
| 6M | -12.0% | -4.7% | -7.3% | -12.2% |
| YTD | -15.0% | -22.8% | +7.8% | -15.5% |
| 1Y | -20.1% | -20.7% | +0.6% | -20.6% |
| 3Y | -34.6% | -14.6% | -20.1% | -34.5% |
| 5Y | -22.8% | -40.7% | +17.9% | -23.4% |
| All | -26.5% | -33.1% | +6.6% | -26.8% |
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 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