+10,505.0%
GILD vs PLUG
-98.7%
+10,603.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -4.8% | -3.2% | -1.6% | -4.7% |
| 30D | +5.8% | -8.3% | +14.1% | +6.2% |
| 3M | +14.9% | -25.8% | +40.7% | +16.6% |
| 6M | -0.4% | -5.8% | +5.5% | -0.9% |
| YTD | +18.5% | +6.6% | +11.9% | +16.3% |
| 1Y | +25.1% | +39.1% | -14.0% | +19.3% |
| 3Y | +105.9% | -73.7% | +179.6% | +103.2% |
| 5Y | +143.0% | -91.3% | +234.3% | +147.3% |
| 10Y | +162.4% | +53.3% | +109.1% | +97.2% |
| All | +10,505.0% | -98.7% | +10,603.7% | +10,543.1% |
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