+234.3%
PLD vs GME
+241.2%
-7.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | -2.4% | +7.2% | -9.6% | -2.6% |
| 30D | -2.4% | +0.8% | -3.2% | -2.5% |
| 3M | -3.8% | -14.0% | +10.2% | -3.5% |
| 6M | 0.0% | -19.7% | +19.8% | +0.5% |
| YTD | +9.2% | -4.6% | +13.8% | +9.2% |
| 1Y | +25.9% | -14.3% | +40.3% | +26.2% |
| 3Y | +21.3% | +4.0% | +17.3% | +17.4% |
| 5Y | +14.1% | -62.2% | +76.3% | +11.2% |
| All | +234.3% | +241.2% | -7.0% | +160.9% |
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