+2,194.3%
GD vs PLUG
-99.1%
+2,293.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -2.7% |
| 7D | +3.0% | +2.8% | +0.2% | +2.8% |
| 30D | +10.5% | -22.8% | +33.3% | +11.6% |
| 3M | -5.0% | -32.4% | +27.5% | -3.6% |
| 6M | +5.5% | -53.4% | +58.8% | +8.2% |
| YTD | +10.3% | -25.9% | +36.2% | +10.5% |
| 1Y | +8.2% | -42.1% | +50.2% | +9.2% |
| 3Y | +59.0% | -77.9% | +137.0% | +58.8% |
| 5Y | +104.3% | -96.4% | +200.6% | +115.3% |
| 10Y | +202.4% | +2.8% | +199.6% | +158.8% |
| All | +2,194.3% | -99.1% | +2,293.4% | +1,673.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling