-98.6%
PLUG vs GAP
+8.7%
-107.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.4% | +2.7% |
| 7D | -0.9% | -4.5% | +3.6% | +0.8% |
| 30D | +3.3% | +9.0% | -5.7% | -1.2% |
| 3M | -39.7% | +5.0% | -44.7% | -41.9% |
| 6M | -12.5% | -17.8% | +5.3% | -8.5% |
| YTD | +10.2% | -10.4% | +20.5% | +10.6% |
| 1Y | +50.7% | -3.4% | +54.1% | +46.6% |
| 3Y | -74.5% | +111.5% | -186.0% | -83.2% |
| 5Y | -91.8% | +8.8% | -100.6% | -93.4% |
| 10Y | +43.7% | +32.9% | +10.8% | -11.7% |
| All | -98.6% | +8.7% | -107.4% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling