+141.0%
GS vs PLUG
-96.6%
+237.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.5% | +1.2% | -5.7% |
| 7D | -6.3% | -4.9% | -1.4% | -5.9% |
| 30D | -3.1% | -27.4% | +24.3% | -0.5% |
| 3M | -17.7% | -35.7% | +18.1% | -14.6% |
| 6M | -4.6% | -59.3% | +54.8% | +2.2% |
| YTD | +0.3% | -31.5% | +31.8% | +2.0% |
| 1Y | +11.7% | -48.9% | +60.6% | +15.9% |
| 3Y | +183.6% | -79.6% | +263.2% | +194.4% |
| 5Y | +141.0% | -96.5% | +237.4% | +193.7% |
| All | +141.0% | -96.6% | +237.6% | +193.7% |
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