+746.1%
GLD vs PLD
+585.3%
+160.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +0.9% |
| 7D | +1.9% | +0.4% | +1.5% | +1.9% |
| 30D | -1.8% | -0.1% | -1.7% | -1.8% |
| 3M | -3.6% | -7.9% | +4.3% | -3.4% |
| 6M | -10.2% | -7.0% | -3.3% | -10.1% |
| YTD | -5.3% | +3.1% | -8.3% | -5.3% |
| 1Y | +2.5% | +7.1% | -4.6% | +2.2% |
| 3Y | +103.2% | +32.9% | +70.3% | +101.3% |
| 5Y | +121.1% | +1.5% | +119.5% | +119.9% |
| 10Y | +201.9% | +245.9% | -44.0% | +192.5% |
| All | +746.1% | +585.3% | +160.8% | +632.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling