+534.9%
GEV vs PLUG
-53.8%
+588.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.4% | +3.7% | +6.8% |
| 7D | -3.8% | +14.5% | -18.3% | -5.2% |
| 30D | -17.4% | -10.7% | -6.7% | -16.5% |
| 3M | -16.2% | -31.2% | +15.0% | -13.0% |
| 6M | -20.2% | -51.9% | +31.7% | -14.6% |
| YTD | +27.2% | -23.9% | +51.1% | +29.2% |
| 1Y | +44.6% | -43.4% | +87.9% | +50.2% |
| All | +534.9% | -53.8% | +588.8% | +607.6% |
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