+2,036.2%
GS vs PLUG
-98.6%
+2,134.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.0% |
| 3M | -4.5% | -39.7% | +35.2% | 0.0% |
| 6M | +20.9% | -12.5% | +33.4% | +21.1% |
| YTD | +19.9% | +10.2% | +9.7% | +16.7% |
| 1Y | +41.4% | +50.7% | -9.3% | +31.1% |
| 3Y | +239.2% | -74.5% | +313.7% | +235.6% |
| 5Y | +185.0% | -91.8% | +276.8% | +200.3% |
| 10Y | +655.0% | +43.7% | +611.2% | +423.0% |
| All | +2,036.2% | -98.6% | +2,134.8% | +1,333.8% |
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