+8.5%
PLD vs GFS
-3.9%
+12.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.9% | +2.6% | -3.5% | -1.3% |
| 30D | -1.2% | -16.4% | +15.2% | +1.4% |
| 3M | -2.3% | -41.6% | +39.3% | +5.2% |
| 6M | +4.5% | -3.7% | +8.2% | +1.6% |
| YTD | +10.1% | +29.3% | -19.2% | +0.5% |
| 1Y | +25.9% | +37.1% | -11.2% | +13.1% |
| 3Y | +24.4% | -22.1% | +46.5% | +20.6% |
| All | +8.5% | -3.9% | +12.5% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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