-18.5%
GIS vs PLUG
+56.9%
-75.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.7% | -1.5% |
| 7D | -8.3% | +8.1% | -16.4% | -8.2% |
| 30D | +2.2% | +3.7% | -1.5% | +2.2% |
| 3M | +15.7% | -29.2% | +44.9% | +15.6% |
| 6M | -12.0% | +6.1% | -18.1% | -12.0% |
| YTD | -15.0% | +14.7% | -29.7% | -15.0% |
| 1Y | -20.1% | +56.9% | -77.1% | -20.2% |
| 3Y | -34.6% | -71.6% | +37.0% | -34.7% |
| 5Y | -22.8% | -91.0% | +68.2% | -23.0% |
| 10Y | -18.5% | +55.9% | -74.4% | -22.9% |
| All | -18.5% | +56.9% | -75.4% | -22.9% |
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 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