+22.9%
PLD vs GEHC
+32.6%
-9.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | +1.3% | +0.8% | +0.6% | +1.1% |
| 30D | -1.4% | +21.3% | -22.7% | -7.4% |
| 3M | -8.2% | +12.6% | -20.7% | -11.8% |
| 6M | -8.0% | +34.3% | -42.3% | -17.2% |
| YTD | +3.2% | +1.4% | +1.7% | +1.5% |
| 1Y | +7.0% | +12.5% | -5.4% | +1.2% |
| 3Y | +38.3% | +19.2% | +19.1% | +24.5% |
| All | +22.9% | +32.6% | -9.7% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling