+2.8%
PLD vs GFS
-13.3%
+16.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +0.8% | -5.3% | +6.1% | +1.5% |
| 30D | +0.5% | -15.8% | +16.3% | +2.7% |
| 3M | -5.5% | -18.6% | +13.1% | -3.1% |
| 6M | -8.3% | -45.0% | +36.6% | -1.7% |
| YTD | +4.3% | +16.8% | -12.5% | -3.9% |
| 1Y | +7.4% | +17.8% | -10.4% | -1.3% |
| 3Y | +37.1% | -21.5% | +58.6% | +31.7% |
| 5Y | +1.3% | -29.3% | +30.7% | -4.0% |
| All | +2.8% | -13.3% | +16.0% | -3.5% |
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