-30.4%
GIS vs PLUG
-96.4%
+66.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.4% | -10.0% | -2.5% |
| 7D | +3.6% | +5.8% | -2.3% | +3.7% |
| 30D | +13.9% | -18.5% | +32.4% | +13.7% |
| 3M | +0.3% | -30.0% | +30.3% | -0.1% |
| 6M | +5.0% | -56.2% | +61.2% | +4.2% |
| YTD | -18.4% | -26.4% | +8.0% | -18.6% |
| 1Y | -17.4% | -42.2% | +24.8% | -17.8% |
| 3Y | -36.9% | -76.8% | +39.9% | -37.5% |
| All | -30.4% | -96.4% | +66.0% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling