-25.4%
GIS vs PCOR
-30.9%
+5.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -2.5% |
| 7D | -7.8% | -9.0% | +1.1% | -7.9% |
| 30D | +6.6% | +4.2% | +2.4% | +6.7% |
| 3M | +21.0% | +14.4% | +6.6% | +21.1% |
| 6M | -9.1% | +0.2% | -9.2% | -9.2% |
| YTD | -13.6% | -20.3% | +6.6% | -14.2% |
| 1Y | -18.0% | -16.1% | -1.9% | -18.4% |
| 3Y | -33.7% | -14.7% | -19.0% | -33.6% |
| 5Y | -19.4% | -43.2% | +23.7% | -20.0% |
| All | -25.4% | -30.9% | +5.6% | -25.6% |
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