+488.8%
GS vs PLD
+240.5%
+248.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.2% | -5.4% |
| 7D | -6.3% | +0.4% | -6.7% | -6.5% |
| 30D | -3.1% | -0.1% | -3.0% | -3.1% |
| 3M | -17.7% | -7.9% | -9.7% | -14.4% |
| 6M | -4.6% | -7.0% | +2.4% | -1.8% |
| YTD | +0.3% | +3.1% | -2.8% | -1.9% |
| 1Y | +11.7% | +7.1% | +4.6% | +7.3% |
| 3Y | +183.6% | +32.9% | +150.7% | +140.4% |
| 5Y | +141.0% | +1.5% | +139.4% | +126.3% |
| All | +488.8% | +240.5% | +248.3% | +271.9% |
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 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