+2.8%
GLD vs PLUG
-44.1%
+46.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.1% | +3.4% |
| 7D | -0.3% | +2.8% | -3.1% | -0.5% |
| 30D | -1.9% | -22.8% | +20.9% | -0.1% |
| 3M | -0.4% | -32.4% | +32.0% | +2.2% |
| 6M | -10.2% | -53.4% | +43.2% | -6.4% |
| YTD | -6.0% | -25.9% | +19.9% | -4.1% |
| 1Y | +2.8% | -42.1% | +44.9% | +6.0% |
| All | +2.8% | -44.1% | +46.9% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling