+121.6%
GLD vs PLUG
-96.4%
+217.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.6% | +1.8% |
| 7D | +4.9% | +14.5% | -9.6% | +4.6% |
| 30D | -1.3% | -10.7% | +9.4% | -1.1% |
| 3M | -4.8% | -31.2% | +26.4% | -3.9% |
| 6M | -12.5% | -51.9% | +39.4% | -11.2% |
| YTD | -4.2% | -23.9% | +19.6% | -3.9% |
| 1Y | +3.0% | -43.4% | +46.4% | +3.9% |
| 3Y | +109.1% | -74.7% | +183.8% | +110.8% |
| 5Y | +121.6% | -96.3% | +217.9% | +128.3% |
| All | +121.6% | -96.4% | +217.9% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling