+493.9%
GLW vs PLUG
+6.6%
+487.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.4% | -4.8% | +1.9% |
| 7D | -13.9% | +5.8% | -19.8% | -14.4% |
| 30D | -35.0% | -18.5% | -16.4% | -33.7% |
| 3M | -32.4% | -30.0% | -2.4% | -30.1% |
| 6M | -41.3% | -56.2% | +14.8% | -36.8% |
| YTD | +21.8% | -26.4% | +48.2% | +24.8% |
| 1Y | +21.8% | -42.2% | +64.1% | +26.9% |
| 3Y | +307.7% | -76.8% | +384.5% | +317.0% |
| 5Y | +213.7% | -96.2% | +309.9% | +263.4% |
| All | +493.9% | +6.6% | +487.3% | +403.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling