+356.1%
GLW vs PLUG
-75.5%
+431.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.4% | +5.8% | +9.0% |
| 7D | -5.9% | +14.5% | -20.4% | -6.9% |
| 30D | -26.0% | -10.7% | -15.3% | -25.3% |
| 3M | -29.9% | -31.2% | +1.3% | -27.8% |
| 6M | -37.8% | -51.9% | +14.2% | -34.3% |
| YTD | +33.1% | -23.9% | +57.0% | +37.4% |
| 1Y | +36.8% | -43.4% | +80.2% | +42.5% |
| 3Y | +356.1% | -74.7% | +430.8% | +370.5% |
| All | +356.1% | -75.5% | +431.6% | +370.5% |
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