+185.7%
GS vs PLUG
-91.8%
+277.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.8% | -0.2% |
| 7D | +0.9% | -0.9% | +1.9% | +1.0% |
| 30D | -1.6% | +3.3% | -4.9% | -1.9% |
| 3M | -4.5% | -39.7% | +35.2% | -0.7% |
| 6M | +20.9% | -12.5% | +33.4% | +21.0% |
| YTD | +19.9% | +10.2% | +9.7% | +17.2% |
| 1Y | +41.4% | +50.7% | -9.3% | +32.8% |
| 3Y | +239.2% | -74.5% | +313.7% | +248.7% |
| All | +185.7% | -91.8% | +277.5% | +215.0% |
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 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