+231.7%
PLD vs GSK
+103.4%
+128.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -0.8% | +1.7% | -2.5% | -1.5% |
| 30D | -0.3% | +7.0% | -7.3% | -3.3% |
| 3M | -8.0% | -2.7% | -5.4% | -7.4% |
| 6M | -9.8% | +1.4% | -11.2% | -10.9% |
| YTD | +1.8% | +5.3% | -3.6% | -1.7% |
| 1Y | +5.6% | +10.6% | -5.0% | -0.3% |
| 3Y | +33.3% | +62.6% | -29.3% | +1.9% |
| 5Y | +0.3% | +41.7% | -41.4% | -19.3% |
| All | +231.7% | +103.4% | +128.3% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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