+186.8%
GS vs PLUG
-79.9%
+266.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.5% | +1.2% | -5.9% |
| 7D | -6.3% | -4.9% | -1.4% | -6.0% |
| 30D | -3.1% | -27.4% | +24.3% | -1.3% |
| 3M | -17.7% | -35.7% | +18.1% | -15.6% |
| 6M | -4.6% | -59.3% | +54.8% | -0.1% |
| YTD | +0.3% | -31.5% | +31.8% | +1.8% |
| 1Y | +11.7% | -48.9% | +60.6% | +14.6% |
| All | +186.8% | -79.9% | +266.7% | +191.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling