+493.9%
GLW vs PLD
+236.3%
+257.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.2% |
| 7D | -13.9% | -0.8% | -13.1% | -13.6% |
| 30D | -35.0% | -0.3% | -34.7% | -35.0% |
| 3M | -32.4% | -8.0% | -24.3% | -29.5% |
| 6M | -41.3% | -9.8% | -31.5% | -39.1% |
| YTD | +21.8% | +1.8% | +20.1% | +19.4% |
| 1Y | +21.8% | +5.6% | +16.2% | +17.2% |
| 3Y | +307.7% | +33.3% | +274.4% | +234.6% |
| 5Y | +213.7% | +0.3% | +213.4% | +191.2% |
| All | +493.9% | +236.3% | +257.6% | +208.8% |
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 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