+410.2%
GLW vs PLUG
-74.3%
+484.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.8% | +5.5% |
| 7D | +3.8% | -0.9% | +4.7% | +3.8% |
| 30D | -1.3% | +3.3% | -4.7% | -1.6% |
| 3M | -21.8% | -39.7% | +17.9% | -19.3% |
| 6M | +6.9% | -12.5% | +19.4% | +8.2% |
| YTD | +77.2% | +10.2% | +67.0% | +77.3% |
| 1Y | +123.2% | +50.7% | +72.5% | +120.4% |
| All | +410.2% | -74.3% | +484.5% | +422.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling