+246.5%
GM vs PLUG
-54.8%
+301.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.6% |
| 7D | +1.9% | -0.9% | +2.9% | +2.0% |
| 30D | -1.4% | +3.3% | -4.7% | -1.7% |
| 3M | +5.9% | -39.7% | +45.6% | +9.8% |
| 6M | +12.4% | -12.5% | +24.9% | +12.3% |
| YTD | +8.6% | +10.2% | -1.5% | +5.9% |
| 1Y | +52.6% | +50.7% | +1.9% | +42.5% |
| 3Y | +169.7% | -74.5% | +244.2% | +167.6% |
| 5Y | +87.5% | -91.8% | +179.3% | +97.5% |
| 10Y | +233.0% | +43.7% | +189.3% | +188.1% |
| All | +246.5% | -54.8% | +301.3% | +198.6% |
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 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