+118.6%
GLD vs PLUG
-96.4%
+214.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.4% | -8.2% | -1.0% |
| 7D | +4.7% | +5.8% | -1.1% | +4.5% |
| 30D | -0.9% | -18.5% | +17.6% | -0.4% |
| 3M | -4.4% | -30.0% | +25.6% | -3.6% |
| 6M | -13.6% | -56.2% | +42.6% | -12.1% |
| YTD | -6.0% | -26.4% | +20.4% | -5.6% |
| 1Y | +1.8% | -42.2% | +44.0% | +2.6% |
| 3Y | +103.2% | -76.8% | +180.0% | +105.2% |
| All | +118.6% | -96.4% | +214.9% | +125.4% |
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