+1.9%
PLD vs GIS
-31.9%
+33.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.6% | +3.3% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | +0.8% | +10.1% | -9.3% | -2.0% |
| 3M | -6.1% | -3.7% | -2.5% | -5.6% |
| 6M | -8.0% | +4.3% | -12.3% | -9.9% |
| YTD | +4.7% | -19.8% | +24.5% | +10.2% |
| 1Y | +7.2% | -20.5% | +27.7% | +13.1% |
| 3Y | +39.2% | -38.3% | +77.6% | +57.3% |
| 5Y | +1.9% | -32.2% | +34.1% | +6.6% |
| All | +1.9% | -31.9% | +33.8% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 5y: compounded portfolio wealth divided by compounded GIS 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…
5y analysis · Full analysis span regression · 6 months rolling