+767.2%
GLW vs PLUG
+43.7%
+723.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.8% | +5.4% |
| 7D | +3.8% | -0.9% | +4.7% | +3.9% |
| 30D | -1.3% | +3.3% | -4.7% | -1.7% |
| 3M | -21.8% | -39.7% | +17.9% | -18.2% |
| 6M | +6.9% | -12.5% | +19.4% | +8.1% |
| YTD | +77.2% | +10.2% | +67.0% | +74.8% |
| 1Y | +123.2% | +50.7% | +72.5% | +111.8% |
| 3Y | +400.0% | -74.5% | +474.5% | +405.8% |
| 5Y | +342.8% | -91.8% | +434.6% | +376.0% |
| All | +767.2% | +43.7% | +723.5% | +603.8% |
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