+1,643.3%
PLD vs GPC
+903.7%
+739.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.6% | -1.3% |
| 7D | +0.4% | +1.7% | -1.3% | -0.5% |
| 30D | -0.1% | -2.3% | +2.2% | +0.9% |
| 3M | -7.9% | -4.5% | -3.4% | -6.1% |
| 6M | -7.0% | +21.6% | -28.5% | -18.8% |
| YTD | +3.1% | +4.0% | -1.0% | -3.7% |
| 1Y | +7.1% | +3.5% | +3.6% | +0.3% |
| 3Y | +32.9% | +2.1% | +30.7% | +19.7% |
| 5Y | +1.5% | +5.5% | -3.9% | -12.3% |
| 10Y | +245.9% | +90.7% | +155.1% | +80.4% |
| All | +1,643.3% | +903.7% | +739.6% | +282.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling