+37.4%
GILD vs PLUG
+45.6%
-8.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -3.0% | -0.1% |
| 7D | +3.6% | -0.9% | +4.6% | +3.6% |
| 30D | +14.6% | +3.3% | +11.3% | +14.6% |
| 3M | +17.7% | -39.7% | +57.4% | +17.6% |
| 6M | +3.1% | -12.5% | +15.6% | +3.1% |
| YTD | +24.5% | +10.2% | +14.4% | +24.6% |
| 1Y | +37.4% | +50.7% | -13.3% | +36.6% |
| All | +37.4% | +45.6% | -8.3% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling