-18.0%
GIS vs PLUG
+25.0%
-43.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.4% | -5.2% | -1.8% |
| 7D | +0.4% | +14.5% | -14.1% | +0.5% |
| 30D | +10.1% | -10.7% | +20.8% | +10.0% |
| 3M | -3.7% | -31.2% | +27.5% | -3.8% |
| 6M | +4.3% | -51.9% | +56.2% | +4.0% |
| YTD | -19.8% | -23.9% | +4.0% | -19.9% |
| 1Y | -20.5% | -43.4% | +22.9% | -20.6% |
| 3Y | -38.3% | -74.7% | +36.4% | -38.5% |
| 5Y | -32.2% | -96.3% | +64.1% | -32.3% |
| 10Y | -18.0% | +20.0% | -38.0% | -23.0% |
| All | -18.0% | +25.0% | -43.0% | -23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling