+15.7%
PLD vs GGLL
+184.7%
-168.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.3% | -1.7% |
| 7D | +0.4% | -1.3% | +1.7% | +0.5% |
| 30D | -0.1% | -36.3% | +36.2% | +4.1% |
| 3M | -7.9% | -42.7% | +34.7% | -3.1% |
| 6M | -7.0% | -53.1% | +46.1% | -0.5% |
| YTD | +3.1% | -32.1% | +35.1% | +4.1% |
| 1Y | +7.1% | -20.1% | +27.2% | +5.3% |
| 3Y | +32.9% | +151.7% | -118.8% | +2.7% |
| All | +15.7% | +184.7% | -168.9% | -16.7% |
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