+21.3%
PLD vs GEHC
+31.6%
-10.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.7% |
| 7D | -0.8% | +7.6% | -8.4% | -3.1% |
| 30D | -0.3% | +27.5% | -27.7% | -7.9% |
| 3M | -8.0% | +17.2% | -25.3% | -12.8% |
| 6M | -9.8% | +33.6% | -43.4% | -18.7% |
| YTD | +1.8% | +0.6% | +1.1% | +0.4% |
| 1Y | +5.6% | +11.3% | -5.7% | +0.2% |
| 3Y | +33.3% | +16.5% | +16.8% | +20.9% |
| All | +21.3% | +31.6% | -10.3% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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