+256.8%
PLD vs GSK
+101.6%
+155.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +1.8% |
| 7D | +0.7% | +4.9% | -4.2% | -1.3% |
| 30D | +0.8% | +10.8% | -10.0% | -3.7% |
| 3M | -6.1% | -1.8% | -4.3% | -5.8% |
| 6M | -8.0% | +4.1% | -12.1% | -10.1% |
| YTD | +4.7% | +7.9% | -3.2% | 0.0% |
| 1Y | +7.2% | +14.4% | -7.2% | -0.3% |
| 3Y | +39.2% | +68.1% | -28.9% | +4.5% |
| 5Y | +1.9% | +47.7% | -45.8% | -19.8% |
| 10Y | +256.8% | +100.5% | +156.3% | +139.4% |
| All | +256.8% | +101.6% | +155.2% | +139.4% |
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