+5.7%
PCOR vs GGLL
-16.9%
+22.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.5% |
| 7D | +23.7% | -1.3% | +25.0% | +23.9% |
| 30D | +39.0% | -36.3% | +75.3% | +44.2% |
| 3M | +35.8% | -42.7% | +78.4% | +41.6% |
| 6M | +38.2% | -53.1% | +91.3% | +45.1% |
| YTD | +3.9% | -32.1% | +36.0% | +5.8% |
| 1Y | +5.7% | -20.1% | +25.7% | +6.7% |
| All | +5.7% | -16.9% | +22.6% | +6.7% |
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