+127.7%
GLD vs PLUG
-74.3%
+202.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.7% | -0.9% |
| 7D | -0.5% | -0.9% | +0.4% | -0.5% |
| 30D | +4.4% | +3.3% | +1.1% | +4.3% |
| 3M | -1.1% | -39.7% | +38.6% | -0.1% |
| 6M | -13.8% | -12.5% | -1.3% | -13.7% |
| YTD | +2.6% | +10.2% | -7.5% | +2.1% |
| 1Y | +24.5% | +50.7% | -26.2% | +23.2% |
| All | +127.7% | -74.3% | +202.0% | +127.2% |
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