+272.2%
PLD vs GME
+484.8%
-212.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -1.0% | +1.6% | -2.6% | -1.1% |
| 30D | -1.8% | -6.2% | +4.3% | -1.7% |
| 3M | -6.0% | +35.8% | -41.8% | -6.8% |
| 6M | -8.4% | +10.3% | -18.6% | -8.7% |
| YTD | +4.2% | +27.2% | -23.0% | +3.5% |
| 1Y | +6.2% | +19.1% | -12.9% | +5.6% |
| 3Y | +37.0% | +103.7% | -66.8% | +30.6% |
| 5Y | +1.2% | -50.0% | +51.2% | -2.1% |
| 10Y | +272.2% | +471.4% | -199.3% | +159.1% |
| All | +272.2% | +484.8% | -212.6% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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