-1.3%
GILD vs PLUG
-3.7%
+2.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.6% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | +6.7% | -5.0% | +11.6% | +6.7% |
| 3M | +20.0% | -26.2% | +46.2% | +20.3% |
| 6M | -1.3% | -0.5% | -0.9% | -5.9% |
| All | -1.3% | -3.7% | +2.3% | -5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling