+246.5%
GM vs PLD
+671.0%
-424.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.2% |
| 7D | +1.9% | -2.4% | +4.3% | +3.3% |
| 30D | -1.4% | -2.4% | +1.1% | -0.1% |
| 3M | +5.9% | -3.8% | +9.7% | +7.6% |
| 6M | +12.4% | 0.0% | +12.4% | +11.9% |
| YTD | +8.6% | +9.2% | -0.6% | +2.8% |
| 1Y | +52.6% | +25.9% | +26.7% | +33.2% |
| 3Y | +169.7% | +21.3% | +148.3% | +135.0% |
| 5Y | +87.5% | +14.1% | +73.4% | +65.9% |
| 10Y | +233.0% | +237.9% | -4.9% | +55.2% |
| All | +246.5% | +671.0% | -424.5% | -0.9% |
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