+1,808.7%
GS vs PLUG
-99.1%
+1,907.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | 0.0% | +3.2% |
| 7D | +0.3% | +2.8% | -2.5% | 0.0% |
| 30D | +3.9% | -22.8% | +26.6% | +6.3% |
| 3M | -11.4% | -32.4% | +21.0% | -8.3% |
| 6M | +3.7% | -53.4% | +57.1% | +10.6% |
| YTD | +7.1% | -25.9% | +33.0% | +8.1% |
| 1Y | +19.7% | -42.1% | +61.7% | +23.2% |
| 3Y | +202.8% | -77.9% | +280.8% | +204.1% |
| 5Y | +156.7% | -96.4% | +253.1% | +193.2% |
| 10Y | +548.7% | +2.8% | +545.9% | +364.2% |
| All | +1,808.7% | -99.1% | +1,907.8% | +1,228.5% |
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