+188.5%
GD vs PLUG
+6.6%
+181.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.4% | -8.1% | -0.9% |
| 7D | -5.0% | +5.8% | -10.8% | -5.2% |
| 30D | +8.9% | -18.5% | +27.5% | +9.7% |
| 3M | -8.0% | -30.0% | +21.9% | -6.9% |
| 6M | +2.9% | -56.2% | +59.1% | +5.8% |
| YTD | +7.1% | -26.4% | +33.5% | +7.2% |
| 1Y | +5.9% | -42.2% | +48.2% | +6.9% |
| 3Y | +53.9% | -76.8% | +130.7% | +53.9% |
| 5Y | +95.4% | -96.2% | +191.6% | +110.3% |
| All | +188.5% | +6.6% | +181.9% | +138.8% |
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