+14.1%
GEHC vs PLUG
-53.2%
+67.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.7% | +8.2% | -0.6% |
| 7D | +3.7% | -2.8% | +6.5% | +3.7% |
| 30D | +27.3% | -18.5% | +45.8% | +26.6% |
| 3M | +14.7% | -35.1% | +49.8% | +13.5% |
| 6M | +31.9% | -56.1% | +88.0% | +29.7% |
| YTD | +2.2% | -30.5% | +32.6% | -2.3% |
| 1Y | +14.1% | -46.5% | +60.6% | +12.9% |
| All | +14.1% | -53.2% | +67.3% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling