+21.8%
GLW vs PLUG
-45.5%
+67.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.4% | -4.8% | +0.4% |
| 7D | -13.9% | +5.8% | -19.8% | -15.3% |
| 30D | -35.0% | -18.5% | -16.4% | -31.1% |
| 3M | -32.4% | -30.0% | -2.4% | -25.3% |
| 6M | -41.3% | -56.2% | +14.8% | -28.6% |
| YTD | +21.8% | -26.4% | +48.2% | +40.3% |
| 1Y | +21.8% | -42.2% | +64.1% | +43.4% |
| All | +21.8% | -45.5% | +67.3% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling