+508.9%
GLW vs PLUG
-99.1%
+608.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -7.5% | -5.4% | -12.1% |
| 7D | -19.7% | -4.9% | -14.8% | -19.3% |
| 30D | -38.8% | -27.4% | -11.4% | -36.6% |
| 3M | -33.9% | -35.7% | +1.8% | -30.7% |
| 6M | -36.0% | -59.3% | +23.4% | -29.5% |
| YTD | +18.7% | -31.5% | +50.2% | +22.3% |
| 1Y | +19.8% | -48.9% | +68.6% | +26.6% |
| 3Y | +294.3% | -79.6% | +373.9% | +303.2% |
| 5Y | +205.7% | -96.5% | +302.2% | +257.7% |
| 10Y | +493.8% | -4.9% | +498.7% | +309.7% |
| All | +508.9% | -99.1% | +608.1% | +292.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling