+272.2%
PLD vs GSK
+102.0%
+170.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.5% |
| 7D | -1.0% | -1.1% | +0.1% | -0.5% |
| 30D | -1.8% | +7.8% | -9.7% | -5.1% |
| 3M | -6.0% | +0.3% | -6.4% | -6.5% |
| 6M | -8.4% | +3.4% | -11.8% | -10.3% |
| YTD | +4.2% | +5.9% | -1.7% | +0.4% |
| 1Y | +6.2% | +8.2% | -2.0% | +1.3% |
| 3Y | +37.0% | +65.3% | -28.3% | +3.7% |
| 5Y | +1.2% | +43.3% | -42.1% | -19.2% |
| 10Y | +272.2% | +102.9% | +169.3% | +152.8% |
| All | +272.2% | +102.0% | +170.2% | +152.8% |
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