+7.6%
PLD vs GFS
-3.7%
+11.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -1.0% |
| 7D | -2.4% | +1.0% | -3.4% | -2.5% |
| 30D | -2.4% | -8.6% | +6.2% | -1.3% |
| 3M | -3.8% | -46.5% | +42.8% | +5.0% |
| 6M | 0.0% | -4.8% | +4.8% | -2.5% |
| YTD | +9.2% | +29.7% | -20.4% | -0.4% |
| 1Y | +25.9% | +35.8% | -9.9% | +13.3% |
| 3Y | +21.3% | -18.3% | +39.6% | +16.6% |
| All | +7.6% | -3.7% | +11.3% | 0.0% |
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