-42.1%
PLUG vs GDDY
-11.8%
-30.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.3% | -0.7% | +4.2% |
| 7D | +2.8% | +11.1% | -8.2% | +4.6% |
| 30D | -22.8% | +18.6% | -41.4% | -20.5% |
| 3M | -32.4% | +32.8% | -65.2% | -29.0% |
| 6M | -53.4% | +34.0% | -87.4% | -50.6% |
| YTD | -25.9% | -4.6% | -21.2% | -13.6% |
| 1Y | -42.1% | -12.5% | -29.6% | -17.7% |
| All | -42.1% | -11.8% | -30.2% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling