+12.0%
GEHC vs PLUG
-85.0%
+96.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.2% | -3.2% |
| 7D | -5.2% | +8.1% | -13.3% | -5.6% |
| 30D | -7.0% | +3.7% | -10.6% | -7.2% |
| 3M | +3.3% | -29.2% | +32.5% | +5.0% |
| 6M | -10.0% | +6.1% | -16.1% | -11.6% |
| YTD | -18.5% | +14.7% | -33.2% | -20.8% |
| 1Y | -14.4% | +56.9% | -71.3% | -20.0% |
| 3Y | +3.4% | -71.6% | +75.0% | +5.0% |
| All | +12.0% | -85.0% | +96.9% | +20.7% |
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