+240.3%
PLD vs GAP
+34.2%
+206.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -0.9% | +1.7% | -2.6% | -1.1% |
| 30D | -1.2% | +9.3% | -10.5% | -2.8% |
| 3M | -2.3% | +6.1% | -8.4% | -3.6% |
| 6M | +4.5% | -2.3% | +6.8% | +4.0% |
| YTD | +10.1% | -10.6% | +20.7% | +10.8% |
| 1Y | +25.9% | -4.4% | +30.3% | +24.8% |
| 3Y | +24.4% | +118.3% | -93.9% | +3.4% |
| 5Y | +15.5% | +12.2% | +3.3% | +1.5% |
| 10Y | +240.3% | +33.7% | +206.6% | +139.7% |
| All | +240.3% | +34.2% | +206.1% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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