+59.6%
GM vs PLUG
-96.4%
+155.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.4% | +0.6% | +3.6% |
| 7D | -0.3% | +14.5% | -14.8% | -2.0% |
| 30D | +8.4% | -10.7% | +19.1% | +9.6% |
| 3M | +2.6% | -31.2% | +33.8% | +6.8% |
| 6M | +14.3% | -51.9% | +66.2% | +23.0% |
| YTD | +11.0% | -23.9% | +34.8% | +10.8% |
| 1Y | +27.8% | -43.4% | +71.2% | +31.9% |
| 3Y | +246.7% | -74.7% | +321.4% | +246.9% |
| 5Y | +59.6% | -96.3% | +155.9% | +127.3% |
| All | +59.6% | -96.4% | +155.9% | +127.3% |
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