-97.1%
PLUG vs GAP
+3.6%
-100.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.3% | -7.5% | -8.3% |
| 7D | -8.1% | -5.2% | -3.0% | -6.1% |
| 30D | -20.5% | -6.9% | -13.6% | -18.2% |
| 3M | -45.9% | +5.7% | -51.6% | -47.9% |
| 6M | -65.2% | +0.9% | -66.1% | -66.4% |
| YTD | -37.1% | -14.5% | -22.6% | -35.8% |
| 1Y | -54.6% | -12.1% | -42.5% | -54.4% |
| 3Y | -64.9% | +72.2% | -137.0% | -77.8% |
| 5Y | -97.1% | +4.5% | -101.7% | -98.4% |
| All | -97.1% | +3.6% | -100.7% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling