+25.9%
GM vs PLUG
-47.1%
+73.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -3.8% | -7.2% | +3.4% | -3.3% |
| 30D | +7.9% | -16.4% | +24.3% | +9.2% |
| 3M | -0.3% | -39.0% | +38.7% | +3.1% |
| 6M | +18.6% | -61.5% | +80.1% | +26.5% |
| YTD | +10.0% | -31.2% | +41.3% | +10.3% |
| 1Y | +25.9% | -46.4% | +72.3% | +30.2% |
| All | +25.9% | -47.1% | +73.0% | +30.2% |
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 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