+2,064.0%
GS vs PLD
+1,684.4%
+379.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +0.9% | -2.4% | +3.3% | +2.1% |
| 30D | -1.6% | -2.4% | +0.9% | -0.5% |
| 3M | -4.5% | -3.8% | -0.7% | -3.2% |
| 6M | +20.9% | 0.0% | +20.9% | +20.3% |
| YTD | +19.9% | +9.2% | +10.7% | +14.4% |
| 1Y | +41.4% | +25.9% | +15.5% | +26.0% |
| 3Y | +239.2% | +21.3% | +217.9% | +202.6% |
| 5Y | +185.0% | +14.1% | +170.9% | +155.5% |
| 10Y | +655.0% | +237.9% | +417.1% | +296.9% |
| All | +2,064.0% | +1,684.4% | +379.7% | +282.9% |
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