+309.1%
GIS vs PLUG
-98.6%
+407.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -2.5% |
| 7D | -7.8% | -0.9% | -6.9% | -7.8% |
| 30D | +6.6% | +3.3% | +3.2% | +6.5% |
| 3M | +21.0% | -39.7% | +60.7% | +21.5% |
| 6M | -9.1% | -12.5% | +3.4% | -9.1% |
| YTD | -13.6% | +10.2% | -23.8% | -14.0% |
| 1Y | -18.0% | +50.7% | -68.7% | -18.9% |
| 3Y | -33.7% | -74.5% | +40.8% | -33.8% |
| 5Y | -19.4% | -91.8% | +72.3% | -19.1% |
| 10Y | -21.3% | +43.7% | -65.0% | -26.5% |
| All | +309.1% | -98.6% | +407.7% | +259.7% |
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