+232.7%
GLW vs PLUG
-97.5%
+330.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -10.5% | +6.2% | -3.2% |
| 7D | +7.7% | -23.4% | +31.2% | +10.7% |
| 30D | -18.8% | -23.4% | +4.6% | -16.6% |
| 3M | -27.7% | -51.7% | +24.0% | -22.4% |
| 6M | -44.4% | -72.0% | +27.5% | -37.6% |
| YTD | +31.3% | -43.7% | +74.9% | +39.1% |
| 1Y | +40.0% | -55.4% | +95.5% | +50.5% |
| 3Y | +339.2% | -68.0% | +407.2% | +347.1% |
| All | +232.7% | -97.5% | +330.2% | +329.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling