+36.4%
PCOR vs GGLL
+184.7%
-148.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.1% |
| 7D | +23.7% | -1.3% | +25.0% | +24.2% |
| 30D | +39.0% | -36.3% | +75.3% | +52.7% |
| 3M | +35.8% | -42.7% | +78.4% | +52.5% |
| 6M | +38.2% | -53.1% | +91.3% | +60.2% |
| YTD | +3.9% | -32.1% | +36.0% | +7.4% |
| 1Y | +5.7% | -20.1% | +25.7% | +3.2% |
| 3Y | +44.8% | +151.7% | -106.9% | -11.5% |
| All | +36.4% | +184.7% | -148.3% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling