+240.3%
PLD vs GWW
+557.3%
-317.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.9% |
| 7D | -0.9% | -1.5% | +0.7% | -0.3% |
| 30D | -1.2% | +1.1% | -2.3% | -1.7% |
| 3M | -2.3% | -1.0% | -1.3% | -2.2% |
| 6M | +4.5% | +16.3% | -11.8% | -1.9% |
| YTD | +10.1% | +28.5% | -18.4% | -0.7% |
| 1Y | +25.9% | +30.3% | -4.4% | +12.7% |
| 3Y | +24.4% | +91.6% | -67.2% | -4.9% |
| 5Y | +15.5% | +224.0% | -208.5% | -27.5% |
| 10Y | +240.3% | +551.3% | -311.0% | +84.3% |
| All | +240.3% | +557.3% | -317.0% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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