+38.2%
PCOR vs GGLL
-52.5%
+90.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.7% |
| 7D | +23.7% | -1.3% | +25.0% | +23.9% |
| 30D | +39.0% | -36.3% | +75.3% | +45.8% |
| 3M | +35.8% | -42.7% | +78.4% | +43.4% |
| 6M | +38.2% | -53.1% | +91.3% | +44.3% |
| All | +38.2% | -52.5% | +90.7% | +44.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling