+17.5%
PLD vs GGLL
+195.8%
-178.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +2.6% |
| 7D | +0.7% | +6.3% | -5.7% | +0.1% |
| 30D | +0.8% | -35.1% | +35.9% | +4.9% |
| 3M | -6.1% | -37.7% | +31.6% | -2.1% |
| 6M | -8.0% | -54.1% | +46.1% | -1.2% |
| YTD | +4.7% | -29.4% | +34.1% | +5.3% |
| 1Y | +7.2% | -13.4% | +20.6% | +4.5% |
| 3Y | +39.2% | +158.3% | -119.1% | +7.5% |
| All | +17.5% | +195.8% | -178.3% | -15.7% |
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