+222.1%
GM vs PLUG
-8.1%
+230.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.3% |
| 7D | -3.8% | -6.8% | +3.0% | -3.1% |
| 30D | +7.9% | -16.0% | +24.0% | +9.8% |
| 3M | -0.3% | -38.7% | +38.4% | +4.9% |
| 6M | +18.6% | -61.4% | +79.9% | +30.4% |
| YTD | +10.0% | -31.0% | +41.0% | +11.2% |
| 1Y | +25.9% | -46.2% | +72.1% | +30.4% |
| 3Y | +241.2% | -61.5% | +302.7% | +221.9% |
| 5Y | +50.0% | -96.9% | +146.9% | +83.3% |
| All | +222.1% | -8.1% | +230.2% | +186.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling