+118.6%
GLD vs PLD
-0.1%
+118.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +4.7% | -0.8% | +5.5% | +4.8% |
| 30D | -0.9% | -0.3% | -0.6% | -0.9% |
| 3M | -4.4% | -8.0% | +3.6% | -3.6% |
| 6M | -13.6% | -9.8% | -3.8% | -12.8% |
| YTD | -6.0% | +1.8% | -7.8% | -6.1% |
| 1Y | +1.8% | +5.6% | -3.8% | +1.3% |
| 3Y | +103.2% | +33.3% | +69.9% | +97.8% |
| All | +118.6% | -0.1% | +118.6% | +114.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling