+48.9%
PCOR vs GGLL
+163.2%
-114.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +6.5% | +13.2% | +18.4% |
| 7D | +21.8% | -23.1% | +44.9% | +27.0% |
| 30D | +39.5% | -32.9% | +72.4% | +49.1% |
| 3M | +35.2% | -44.9% | +80.1% | +49.6% |
| 6M | +21.7% | -49.5% | +71.3% | +35.2% |
| YTD | +3.9% | -28.9% | +32.8% | +5.8% |
| 1Y | +6.9% | -12.2% | +19.1% | +2.6% |
| All | +48.9% | +163.2% | -114.3% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling