-60.8%
PLUG vs GAP
+74.3%
-135.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.1% |
| 7D | -6.8% | -9.3% | +2.5% | -4.0% |
| 30D | -16.0% | -5.5% | -10.6% | -14.7% |
| 3M | -38.7% | +3.5% | -42.2% | -40.0% |
| 6M | -61.4% | +0.7% | -62.1% | -62.2% |
| YTD | -31.0% | -13.4% | -17.6% | -29.8% |
| 1Y | -46.2% | -7.7% | -38.6% | -46.7% |
| All | -60.8% | +74.3% | -135.1% | -63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling