+82.8%
GM vs PLUG
-91.6%
+174.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.4% | -2.7% |
| 7D | +0.4% | +8.1% | -7.7% | -0.6% |
| 30D | -1.8% | +3.7% | -5.5% | -2.4% |
| 3M | +2.6% | -29.2% | +31.8% | +6.4% |
| 6M | +14.6% | +6.1% | +8.4% | +11.5% |
| YTD | +6.2% | +14.7% | -8.5% | +1.3% |
| 1Y | +48.7% | +56.9% | -8.3% | +31.0% |
| 3Y | +168.3% | -71.6% | +239.9% | +173.3% |
| 5Y | +82.8% | -91.0% | +173.8% | +124.6% |
| All | +82.8% | -91.6% | +174.3% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling