+231.3%
GM vs PLUG
+48.6%
+182.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.6% | -1.9% |
| 7D | -1.1% | +3.8% | -4.9% | -1.5% |
| 30D | -4.6% | +2.8% | -7.4% | -5.0% |
| 3M | +0.2% | -25.4% | +25.6% | +3.1% |
| 6M | +12.6% | -0.5% | +13.1% | +10.7% |
| YTD | +3.7% | +10.2% | -6.5% | -0.3% |
| 1Y | +45.6% | +53.9% | -8.3% | +30.6% |
| 3Y | +162.0% | -72.7% | +234.7% | +158.1% |
| 5Y | +80.5% | -91.4% | +171.9% | +97.5% |
| 10Y | +231.3% | +58.4% | +172.9% | +167.8% |
| All | +231.3% | +48.6% | +182.7% | +167.8% |
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