+55.9%
PLUG vs GAP
+34.2%
+21.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.4% | +4.2% |
| 7D | +8.1% | +1.7% | +6.4% | +7.5% |
| 30D | +3.7% | +9.3% | -5.7% | -0.8% |
| 3M | -29.2% | +6.1% | -35.2% | -31.9% |
| 6M | +6.1% | -2.3% | +8.4% | +4.1% |
| YTD | +14.7% | -10.6% | +25.3% | +15.4% |
| 1Y | +56.9% | -4.4% | +61.4% | +53.5% |
| 3Y | -71.6% | +118.3% | -189.9% | -81.3% |
| 5Y | -91.0% | +12.2% | -103.2% | -93.0% |
| 10Y | +55.9% | +33.7% | +22.1% | +14.2% |
| All | +55.9% | +34.2% | +21.7% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling