-31.3%
GIS vs PCOR
-9.2%
-22.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +1.5% | +20.7% | -19.2% | +1.5% |
| 30D | +9.2% | +35.7% | -26.5% | +9.3% |
| 3M | -5.4% | +31.1% | -36.4% | -5.3% |
| 6M | +3.4% | +43.1% | -39.7% | +3.5% |
| YTD | -20.5% | +4.8% | -25.3% | -20.9% |
| 1Y | -20.0% | -3.7% | -16.3% | -20.6% |
| 3Y | -38.6% | +46.5% | -85.1% | -38.2% |
| 5Y | -33.1% | -17.3% | -15.8% | -33.5% |
| All | -31.3% | -9.2% | -22.1% | -31.4% |
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 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