+104.8%
GLD vs PLUG
-79.9%
+184.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.5% | +8.3% | +1.0% |
| 7D | +1.9% | -4.9% | +6.8% | +2.0% |
| 30D | -1.8% | -27.4% | +25.6% | -0.9% |
| 3M | -3.6% | -35.7% | +32.1% | -2.5% |
| 6M | -10.2% | -59.3% | +49.1% | -8.3% |
| YTD | -5.3% | -31.5% | +26.2% | -4.6% |
| 1Y | +2.5% | -48.9% | +51.3% | +3.7% |
| All | +104.8% | -79.9% | +184.6% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling