+816.6%
GLD vs PLUG
-96.5%
+913.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.4% |
| 3M | -1.1% | -39.7% | +38.6% | -0.7% |
| 6M | -13.8% | -12.5% | -1.3% | -13.8% |
| YTD | +2.6% | +10.2% | -7.5% | +2.4% |
| 1Y | +24.5% | +50.7% | -26.2% | +23.9% |
| 3Y | +125.8% | -74.5% | +200.3% | +125.7% |
| 5Y | +137.8% | -91.8% | +229.6% | +138.3% |
| 10Y | +221.4% | +43.7% | +177.7% | +217.8% |
| All | +816.6% | -96.5% | +913.0% | +807.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling