+15.1%
PLUG vs GAP
+15.9%
-0.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.1% | +11.6% | +8.9% |
| 7D | +5.8% | -3.8% | +9.6% | +7.2% |
| 30D | -18.5% | -9.0% | -9.5% | -15.8% |
| 3M | -30.0% | +5.5% | -35.4% | -32.4% |
| 6M | -56.2% | -11.1% | -45.1% | -55.6% |
| YTD | -26.4% | -13.6% | -12.8% | -25.4% |
| 1Y | -42.2% | -2.9% | -39.4% | -44.1% |
| 3Y | -76.8% | +69.6% | -146.5% | -83.4% |
| 5Y | -96.2% | +5.4% | -101.6% | -97.0% |
| All | +15.1% | +15.9% | -0.8% | -19.9% |
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