-52.4%
GPN vs PCOR
-8.1%
-44.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -0.4% | -11.6% | -11.9% |
| 7D | -7.1% | +2.2% | -9.3% | -7.7% |
| 30D | +7.7% | +37.4% | -29.7% | -2.1% |
| 3M | -0.1% | +33.2% | -33.3% | -8.7% |
| 6M | +29.4% | +60.6% | -31.2% | +11.4% |
| YTD | +15.1% | +6.2% | +8.9% | +9.8% |
| 1Y | +15.4% | -1.1% | +16.5% | +12.3% |
| 3Y | -16.5% | +48.4% | -64.9% | -28.5% |
| 5Y | -29.6% | -13.1% | -16.5% | -39.9% |
| All | -52.4% | -8.1% | -44.4% | -59.6% |
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 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