+226.7%
GM vs PLD
+254.7%
-27.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -0.9% |
| 7D | +0.4% | +0.8% | -0.4% | +0.1% |
| 30D | +7.2% | +0.5% | +6.7% | +6.9% |
| 3M | +1.0% | -5.5% | +6.5% | +4.0% |
| 6M | +13.0% | -8.3% | +21.4% | +17.7% |
| YTD | +9.8% | +4.3% | +5.5% | +6.5% |
| 1Y | +25.9% | +7.4% | +18.5% | +20.2% |
| 3Y | +240.4% | +37.1% | +203.4% | +178.6% |
| 5Y | +56.1% | +1.3% | +54.8% | +46.5% |
| 10Y | +226.7% | +267.4% | -40.7% | +99.3% |
| All | +226.7% | +254.7% | -27.9% | +99.3% |
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