+18.6%
GEHC vs PLUG
-59.4%
+78.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.2% |
| 7D | -3.7% | -6.8% | +3.1% | -3.5% |
| 30D | +22.0% | -16.0% | +38.1% | +22.8% |
| 3M | +13.6% | -38.7% | +52.3% | +15.6% |
| 6M | +34.0% | -61.4% | +95.4% | +38.7% |
| YTD | +0.9% | -31.0% | +31.9% | +0.3% |
| 1Y | +12.7% | -46.2% | +59.0% | +13.5% |
| All | +18.6% | -59.4% | +78.0% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling