+1,833.6%
GS vs PLD
+1,620.2%
+213.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +2.8% |
| 7D | +0.3% | +4.9% | -4.6% | -1.9% |
| 30D | +3.9% | +2.6% | +1.3% | +2.6% |
| 3M | -11.4% | -4.8% | -6.7% | -9.5% |
| 6M | +3.7% | -3.9% | +7.6% | +5.0% |
| YTD | +7.1% | +5.3% | +1.8% | +3.9% |
| 1Y | +19.7% | +9.3% | +10.4% | +14.0% |
| 3Y | +202.8% | +35.8% | +167.1% | +156.6% |
| 5Y | +156.7% | +2.9% | +153.8% | +141.4% |
| 10Y | +548.7% | +253.4% | +295.3% | +234.7% |
| All | +1,833.6% | +1,620.2% | +213.4% | +247.6% |
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