+627.7%
GEV vs PLUG
-33.2%
+660.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.7% |
| 7D | +3.2% | +3.8% | -0.7% | +2.8% |
| 30D | -4.0% | +2.8% | -6.9% | -4.3% |
| 3M | +3.4% | -25.4% | +28.8% | +6.2% |
| 6M | +14.7% | -0.5% | +15.2% | +14.0% |
| YTD | +45.8% | +10.2% | +35.6% | +42.6% |
| 1Y | +57.4% | +53.9% | +3.5% | +47.4% |
| All | +627.7% | -33.2% | +660.9% | +681.2% |
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