+256.8%
PLD vs GPC
+93.7%
+163.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.5% | +1.9% |
| 7D | +0.7% | +0.8% | -0.1% | +0.4% |
| 30D | +0.8% | -1.1% | +1.9% | +1.0% |
| 3M | -6.1% | -6.6% | +0.5% | -4.0% |
| 6M | -8.0% | +22.2% | -30.3% | -16.3% |
| YTD | +4.7% | +5.1% | -0.4% | -0.2% |
| 1Y | +7.2% | +2.8% | +4.4% | +3.0% |
| 3Y | +39.2% | +2.4% | +36.9% | +30.1% |
| 5Y | +1.9% | +7.8% | -5.9% | -7.7% |
| 10Y | +256.8% | +87.2% | +169.5% | +147.4% |
| All | +256.8% | +93.7% | +163.0% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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