+208.4%
GLD vs PLD
+254.7%
-46.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.6% |
| 7D | +2.8% | +0.8% | +2.0% | +2.7% |
| 30D | -4.0% | +0.5% | -4.4% | -4.0% |
| 3M | -8.2% | -5.5% | -2.7% | -7.8% |
| 6M | -14.8% | -8.3% | -6.5% | -14.3% |
| YTD | -6.8% | +4.3% | -11.1% | -7.1% |
| 1Y | -2.4% | +7.4% | -9.8% | -3.0% |
| 3Y | +105.8% | +37.1% | +68.7% | +99.7% |
| 5Y | +113.3% | +1.3% | +112.0% | +110.0% |
| 10Y | +208.4% | +267.4% | -59.0% | +172.1% |
| All | +208.4% | +254.7% | -46.2% | +172.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 10y: compounded portfolio wealth divided by compounded PLD 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…
10y analysis · Full analysis span regression · 6 months rolling