+41.0%
GEHC vs PLUG
-90.0%
+131.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.4% | +1.8% |
| 7D | +5.6% | +14.5% | -8.9% | +4.9% |
| 30D | +27.9% | -10.7% | +38.6% | +28.5% |
| 3M | +17.1% | -31.2% | +48.3% | +19.2% |
| 6M | +32.5% | -51.9% | +84.5% | +36.7% |
| YTD | +2.7% | -23.9% | +26.5% | +1.7% |
| 1Y | +15.3% | -43.4% | +58.7% | +16.2% |
| 3Y | +23.7% | -74.7% | +98.4% | +23.0% |
| All | +41.0% | -90.0% | +131.0% | +55.0% |
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 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