+0.1%
PLD vs GFI
+304.5%
-304.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.7% | +3.6% | -0.7% |
| 7D | 0.0% | -5.4% | +5.4% | +0.4% |
| 30D | -3.7% | -1.5% | -2.2% | -3.7% |
| 3M | -7.9% | -10.2% | +2.2% | -7.4% |
| 6M | -9.2% | -19.3% | +10.0% | -8.1% |
| YTD | +3.1% | -13.7% | +16.8% | +2.9% |
| 1Y | +6.2% | -12.1% | +18.3% | +5.7% |
| 3Y | +35.4% | +208.4% | -172.9% | +14.1% |
| 5Y | +0.1% | +301.4% | -301.3% | -19.3% |
| All | +0.1% | +304.5% | -304.4% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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