-36.9%
GIS vs PCOR
+43.8%
-80.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | +3.6% | +22.7% | -19.2% | +3.0% |
| 30D | +13.9% | +37.5% | -23.6% | +13.2% |
| 3M | +0.3% | +35.2% | -34.9% | -0.2% |
| 6M | +5.0% | +42.2% | -37.3% | +4.0% |
| YTD | -18.4% | +3.6% | -21.9% | -19.7% |
| 1Y | -17.4% | -4.8% | -12.7% | -18.9% |
| 3Y | -36.9% | +48.3% | -85.3% | -36.2% |
| All | -36.9% | +43.8% | -80.7% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling