+50.8%
GM vs PLD
-0.1%
+50.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -2.9% |
| 7D | -1.4% | -0.8% | -0.6% | -0.9% |
| 30D | +6.4% | -0.3% | +6.7% | +6.4% |
| 3M | -0.7% | -8.0% | +7.3% | +3.9% |
| 6M | +9.9% | -9.8% | +19.7% | +15.7% |
| YTD | +6.7% | +1.8% | +4.9% | +4.5% |
| 1Y | +26.2% | +5.6% | +20.6% | +21.1% |
| 3Y | +205.0% | +33.3% | +171.8% | +147.2% |
| All | +50.8% | -0.1% | +50.9% | +25.4% |
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