+188.7%
GD vs PLUG
+43.7%
+144.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -1.9% |
| 7D | -5.3% | -0.9% | -4.3% | -5.2% |
| 30D | -6.4% | +3.3% | -9.8% | -6.6% |
| 3M | +5.7% | -39.7% | +45.4% | +7.7% |
| 6M | -0.9% | -12.5% | +11.6% | -1.1% |
| YTD | +8.2% | +10.2% | -2.0% | +6.6% |
| 1Y | +13.4% | +50.7% | -37.3% | +9.5% |
| 3Y | +68.5% | -74.5% | +143.0% | +68.7% |
| 5Y | +97.2% | -91.8% | +188.9% | +104.0% |
| All | +188.7% | +43.7% | +144.9% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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