+20.7%
GM vs PLUG
-58.9%
+79.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -10.5% | +10.2% | +0.5% |
| 7D | -0.2% | -23.4% | +23.3% | +1.7% |
| 30D | +3.6% | -23.4% | +27.0% | +5.4% |
| 3M | -0.2% | -51.7% | +51.5% | +4.9% |
| 6M | +13.9% | -72.0% | +85.9% | +24.4% |
| YTD | +6.5% | -43.7% | +50.1% | +8.0% |
| 1Y | +20.7% | -55.4% | +76.1% | +26.7% |
| All | +20.7% | -58.9% | +79.5% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling