+0.3%
PLD vs GFS
-17.5%
+17.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.5% | -2.1% |
| 7D | -0.8% | -7.8% | +7.0% | +0.3% |
| 30D | -0.3% | -19.7% | +19.4% | +2.7% |
| 3M | -8.0% | -23.1% | +15.1% | -5.0% |
| 6M | -9.8% | -46.4% | +36.6% | -3.0% |
| YTD | +1.8% | +11.0% | -9.3% | -5.5% |
| 1Y | +5.6% | +12.6% | -7.0% | -2.4% |
| 3Y | +33.3% | -24.9% | +58.2% | +28.8% |
| 5Y | +0.3% | -39.1% | +39.3% | -3.9% |
| All | +0.3% | -17.5% | +17.8% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling