+186.8%
GS vs PLD
+33.1%
+153.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.2% | -5.4% |
| 7D | -6.3% | +0.4% | -6.7% | -6.4% |
| 30D | -3.1% | -0.1% | -3.0% | -3.1% |
| 3M | -17.7% | -7.9% | -9.7% | -14.6% |
| 6M | -4.6% | -7.0% | +2.4% | -2.1% |
| YTD | +0.3% | +3.1% | -2.8% | -2.0% |
| 1Y | +11.7% | +7.1% | +4.6% | +7.2% |
| All | +186.8% | +33.1% | +153.7% | +138.7% |
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