+251.0%
GM vs PLUG
-71.8%
+322.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.3% |
| 6M | +18.6% | -61.5% | +80.1% | +26.7% |
| YTD | +10.0% | -31.2% | +41.3% | +11.0% |
| 1Y | +25.9% | -46.4% | +72.3% | +29.2% |
| 3Y | +241.2% | -61.6% | +302.8% | +230.3% |
| 5Y | +50.0% | -96.9% | +146.9% | +68.9% |
| 10Y | +215.1% | -7.8% | +222.9% | +182.1% |
| All | +251.0% | -71.8% | +322.8% | +213.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling