-0.7%
PLD vs GAP
+2.1%
-2.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +1.3% | -1.9% | +3.3% | +1.6% |
| 30D | -1.4% | -7.1% | +5.7% | -0.4% |
| 3M | -8.2% | +4.1% | -12.3% | -9.1% |
| 6M | -8.0% | +1.9% | -9.9% | -9.1% |
| YTD | +3.2% | -15.2% | +18.4% | +4.4% |
| 1Y | +7.0% | -10.6% | +17.7% | +7.2% |
| 3Y | +38.3% | +74.6% | -36.3% | +19.4% |
| All | -0.7% | +2.1% | -2.9% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling