+1,747.8%
PLD vs GAP
+142.7%
+1,605.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -2.4% | -4.5% | +2.1% | -1.4% |
| 30D | -2.4% | +9.0% | -11.5% | -4.7% |
| 3M | -3.8% | +5.0% | -8.8% | -5.4% |
| 6M | 0.0% | -17.8% | +17.8% | +3.0% |
| YTD | +9.2% | -10.4% | +19.6% | +9.9% |
| 1Y | +25.9% | -3.4% | +29.3% | +23.8% |
| 3Y | +21.3% | +111.5% | -90.2% | -7.6% |
| 5Y | +14.1% | +8.8% | +5.3% | -4.8% |
| 10Y | +237.9% | +32.9% | +205.0% | +119.6% |
| All | +1,747.8% | +142.7% | +1,605.1% | +780.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling