+250.2%
GM vs PLUG
-71.6%
+321.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.0% | +7.9% | -0.4% |
| 7D | +0.4% | -3.2% | +3.6% | +0.6% |
| 30D | +7.2% | -18.7% | +26.0% | +8.7% |
| 3M | +1.0% | -35.3% | +36.3% | +4.2% |
| 6M | +13.0% | -56.2% | +69.3% | +19.5% |
| YTD | +9.8% | -30.7% | +40.5% | +10.7% |
| 1Y | +25.9% | -46.7% | +72.6% | +29.2% |
| 3Y | +240.4% | -61.3% | +301.7% | +229.3% |
| 5Y | +56.1% | -96.6% | +152.7% | +74.8% |
| 10Y | +226.7% | +1.1% | +225.6% | +191.5% |
| All | +250.2% | -71.6% | +321.7% | +212.1% |
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