+243.0%
GS vs PLD
+21.6%
+221.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +0.9% | -2.4% | +3.3% | +2.0% |
| 30D | -1.6% | -2.4% | +0.9% | -0.5% |
| 3M | -4.5% | -3.8% | -0.7% | -3.3% |
| 6M | +20.9% | 0.0% | +20.9% | +20.0% |
| YTD | +19.9% | +9.2% | +10.7% | +14.0% |
| 1Y | +41.4% | +25.9% | +15.5% | +25.0% |
| All | +243.0% | +21.6% | +221.4% | +197.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling