+257.2%
PLD vs GPN
+39.9%
+217.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -1.3% |
| 7D | +1.3% | -5.6% | +7.0% | +3.0% |
| 30D | -1.4% | +13.6% | -15.0% | -6.6% |
| 3M | -8.2% | -2.8% | -5.3% | -8.3% |
| 6M | -8.0% | +38.1% | -46.1% | -20.0% |
| YTD | +3.2% | +19.9% | -16.8% | -7.1% |
| 1Y | +7.0% | +23.4% | -16.4% | -4.8% |
| 3Y | +38.3% | -12.6% | +50.9% | +35.7% |
| 5Y | +0.2% | -26.6% | +26.8% | +2.4% |
| All | +257.2% | +39.9% | +217.3% | +211.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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