-47.3%
GPN vs PCOR
-9.0%
-38.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | -1.9% | +22.2% | -24.1% | -7.8% |
| 30D | +18.9% | +36.0% | -17.1% | +8.4% |
| 3M | +13.8% | +34.0% | -20.2% | +3.8% |
| 6M | +42.3% | +43.5% | -1.3% | +26.2% |
| YTD | +27.6% | +5.1% | +22.5% | +22.1% |
| 1Y | +30.3% | -3.9% | +34.2% | +27.7% |
| 3Y | -5.8% | +52.9% | -58.7% | -19.8% |
| 5Y | -22.6% | -18.7% | -4.0% | -33.8% |
| All | -47.3% | -9.0% | -38.3% | -55.1% |
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