+405.9%
GE vs PLUG
-97.1%
+503.1%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.8% | +5.4% | -2.9% |
| 7D | +5.1% | -8.1% | +13.3% | +5.6% |
| 30D | +7.6% | -20.5% | +28.1% | +8.9% |
| 3M | -9.3% | -45.9% | +36.6% | -6.1% |
| 6M | +11.5% | -65.2% | +76.7% | +18.0% |
| YTD | +7.9% | -37.1% | +44.9% | +8.9% |
| 1Y | +7.6% | -54.6% | +62.2% | +10.8% |
| 3Y | +265.9% | -64.9% | +330.7% | +251.5% |
| 5Y | +405.9% | -97.1% | +503.0% | +557.8% |
| All | +405.9% | -97.1% | +503.1% | +557.8% |
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 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