+620.7%
GEV vs PLUG
-33.2%
+653.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.3% |
| 7D | +3.3% | -0.9% | +4.2% | +3.4% |
| 30D | -7.5% | +3.3% | -10.8% | -7.8% |
| 3M | -2.2% | -39.7% | +37.6% | +2.4% |
| 6M | +12.1% | -12.5% | +24.6% | +12.7% |
| YTD | +44.4% | +10.2% | +34.2% | +41.3% |
| 1Y | +57.7% | +50.7% | +7.0% | +48.0% |
| All | +620.7% | -33.2% | +653.9% | +673.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling