-16.1%
PCOR vs GGLL
+80.0%
-96.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -1.9% | -4.1% |
| 7D | -9.0% | -4.8% | -4.2% | -8.6% |
| 30D | +4.2% | -13.7% | +17.9% | +5.4% |
| 3M | +14.4% | -21.9% | +36.3% | +16.1% |
| 6M | +0.2% | +11.7% | -11.5% | -3.0% |
| YTD | -20.3% | +2.3% | -22.5% | -21.7% |
| 1Y | -16.1% | +76.2% | -92.3% | -24.7% |
| All | -16.1% | +80.0% | -96.1% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling