+14.3%
PLD vs GGLL
+188.6%
-174.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | -0.8% | +3.1% | -3.9% | -1.1% |
| 30D | -0.3% | -36.3% | +36.1% | +4.0% |
| 3M | -8.0% | -40.4% | +32.3% | -3.6% |
| 6M | -9.8% | -54.6% | +44.8% | -3.1% |
| YTD | +1.8% | -31.1% | +32.9% | +2.6% |
| 1Y | +5.6% | -19.2% | +24.8% | +3.8% |
| 3Y | +33.3% | +151.5% | -118.3% | +3.2% |
| All | +14.3% | +188.6% | -174.3% | -17.9% |
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