+206.1%
GLD vs PLUG
-25.0%
+231.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.5% | +10.6% | +0.3% |
| 7D | -4.6% | -23.4% | +18.9% | -4.2% |
| 30D | -5.5% | -23.4% | +18.0% | -5.1% |
| 3M | -10.9% | -51.7% | +40.8% | -9.9% |
| 6M | -17.4% | -72.0% | +54.5% | -15.9% |
| YTD | -10.3% | -43.7% | +33.3% | -9.7% |
| 1Y | -7.2% | -55.4% | +48.3% | -6.3% |
| 3Y | +96.9% | -68.0% | +164.9% | +97.6% |
| 5Y | +103.8% | -97.4% | +201.2% | +107.9% |
| All | +206.1% | -25.0% | +231.1% | +203.7% |
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 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