+206.1%
GLD vs PLD
+268.4%
-62.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -4.6% | +1.3% | -5.9% | -4.7% |
| 30D | -5.5% | -1.4% | -4.1% | -5.4% |
| 3M | -10.9% | -8.2% | -2.7% | -10.3% |
| 6M | -17.4% | -8.0% | -9.4% | -16.9% |
| YTD | -10.3% | +3.2% | -13.5% | -10.6% |
| 1Y | -7.2% | +7.0% | -14.2% | -7.7% |
| 3Y | +96.9% | +38.3% | +58.6% | +91.1% |
| 5Y | +103.8% | +0.2% | +103.6% | +100.7% |
| All | +206.1% | +268.4% | -62.3% | +171.1% |
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