+554.2%
GLW vs PLUG
-16.2%
+570.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.8% | +8.0% | 0.0% |
| 7D | +15.5% | -8.1% | +23.7% | +16.4% |
| 30D | -19.6% | -20.5% | +1.0% | -17.8% |
| 3M | -28.5% | -45.9% | +17.4% | -24.3% |
| 6M | -39.5% | -65.2% | +25.7% | -33.5% |
| YTD | +37.2% | -37.1% | +74.3% | +42.6% |
| 1Y | +35.4% | -54.6% | +90.0% | +44.1% |
| 3Y | +359.7% | -64.9% | +424.6% | +357.2% |
| 5Y | +244.0% | -97.1% | +341.1% | +308.7% |
| All | +554.2% | -16.2% | +570.4% | +468.0% |
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