+38.3%
PLD vs GFS
-19.0%
+57.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.4% |
| 7D | +1.3% | +7.4% | -6.0% | +0.5% |
| 30D | -1.4% | -15.3% | +13.9% | +0.4% |
| 3M | -8.2% | -21.1% | +12.9% | -5.9% |
| 6M | -8.0% | -44.5% | +36.5% | -2.5% |
| YTD | +3.2% | +19.2% | -16.1% | -6.4% |
| 1Y | +7.0% | +27.2% | -20.2% | -4.4% |
| 3Y | +38.3% | -20.1% | +58.4% | +30.1% |
| All | +38.3% | -19.0% | +57.3% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling