+243.5%
PLD vs GDDY
+207.2%
+36.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.5% |
| 7D | -1.2% | -3.2% | +2.0% | -0.5% |
| 30D | -3.5% | +6.8% | -10.3% | -5.6% |
| 3M | -7.1% | +30.5% | -37.6% | -14.8% |
| 6M | +2.6% | +13.3% | -10.8% | -3.1% |
| YTD | +8.0% | -21.0% | +28.9% | +12.2% |
| 1Y | +22.1% | -34.0% | +56.1% | +33.6% |
| 3Y | +22.3% | +33.1% | -10.8% | +3.9% |
| 5Y | +17.3% | +30.3% | -13.0% | -1.4% |
| All | +243.5% | +207.2% | +36.3% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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