-33.8%
GIS vs PLUG
-97.5%
+63.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -10.5% | +12.9% | +2.2% |
| 7D | -3.4% | -23.4% | +20.1% | -3.7% |
| 30D | +6.9% | -23.4% | +30.3% | +6.6% |
| 3M | -10.1% | -51.7% | +41.6% | -10.9% |
| 6M | +5.9% | -72.0% | +77.8% | +4.6% |
| YTD | -21.1% | -43.7% | +22.6% | -21.6% |
| 1Y | -22.5% | -55.4% | +32.9% | -23.0% |
| 3Y | -39.0% | -68.0% | +29.0% | -39.4% |
| All | -33.8% | -97.5% | +63.6% | -37.0% |
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 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