-42.1%
PLUG vs GAP
+10.4%
-52.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.0% | -4.5% | +2.2% |
| 7D | +2.8% | +8.0% | -5.1% | +1.5% |
| 30D | -22.8% | +2.7% | -25.4% | -23.1% |
| 3M | -32.4% | +16.0% | -48.4% | -34.4% |
| 6M | -53.4% | +2.0% | -55.4% | -53.1% |
| YTD | -25.9% | -4.4% | -21.5% | -25.6% |
| 1Y | -42.1% | +9.2% | -51.3% | -47.6% |
| All | -42.1% | +10.4% | -52.5% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling