+514.9%
GEV vs PLUG
-65.8%
+580.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -10.5% | +8.6% | -0.7% |
| 7D | +3.7% | -23.4% | +27.2% | +6.8% |
| 30D | -14.7% | -23.4% | +8.8% | -12.2% |
| 3M | -23.4% | -51.7% | +28.3% | -17.5% |
| 6M | -24.3% | -72.0% | +47.6% | -14.5% |
| YTD | +23.2% | -43.7% | +66.8% | +29.2% |
| 1Y | +44.2% | -55.4% | +99.7% | +54.0% |
| All | +514.9% | -65.8% | +580.7% | +607.7% |
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