+97.2%
GD vs PLUG
-91.8%
+189.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -1.8% |
| 7D | -5.3% | -0.9% | -4.3% | -5.2% |
| 30D | -6.4% | +3.3% | -9.8% | -6.5% |
| 3M | +5.7% | -39.7% | +45.4% | +7.0% |
| 6M | -0.9% | -12.5% | +11.6% | -1.1% |
| YTD | +8.2% | +10.2% | -2.0% | +7.1% |
| 1Y | +13.4% | +50.7% | -37.3% | +11.0% |
| 3Y | +68.5% | -74.5% | +143.0% | +71.3% |
| All | +97.2% | -91.8% | +189.0% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling