-74.6%
PLUG vs GAP
+114.4%
-189.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.4% | +2.7% |
| 7D | -0.9% | -4.5% | +3.6% | +0.5% |
| 30D | +3.3% | +9.0% | -5.7% | -0.5% |
| 3M | -39.7% | +5.0% | -44.7% | -41.5% |
| 6M | -12.5% | -17.8% | +5.3% | -8.2% |
| YTD | +10.2% | -10.4% | +20.5% | +11.1% |
| 1Y | +50.7% | -3.4% | +54.1% | +47.0% |
| All | -74.6% | +114.4% | -189.1% | -83.2% |
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 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