+104.1%
GLD vs PLUG
-97.5%
+201.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.5% | +10.6% | +0.4% |
| 7D | -4.6% | -23.4% | +18.9% | -3.9% |
| 30D | -5.5% | -23.4% | +18.0% | -4.8% |
| 3M | -10.9% | -51.7% | +40.8% | -9.3% |
| 6M | -17.4% | -72.0% | +54.5% | -15.1% |
| YTD | -10.3% | -43.7% | +33.3% | -9.3% |
| 1Y | -7.2% | -55.4% | +48.3% | -5.8% |
| 3Y | +96.9% | -68.0% | +164.9% | +98.4% |
| All | +104.1% | -97.5% | +201.5% | +110.4% |
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