+15.7%
PLD vs GGLL
+217.5%
-201.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.7% | -1.5% |
| 7D | 0.0% | +11.5% | -11.5% | -1.1% |
| 30D | -3.7% | -31.2% | +27.5% | -0.5% |
| 3M | -7.9% | -28.7% | +20.7% | -5.3% |
| 6M | -9.2% | -47.2% | +38.0% | -4.1% |
| YTD | +3.1% | -24.3% | +27.3% | +2.9% |
| 1Y | +6.2% | -12.0% | +18.2% | +3.5% |
| 3Y | +35.4% | +169.6% | -134.2% | +4.5% |
| All | +15.7% | +217.5% | -201.7% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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