+47.9%
PLUG vs GDDY
+207.2%
-159.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -1.3% |
| 7D | -3.2% | -3.2% | 0.0% | -2.2% |
| 30D | -8.3% | +6.8% | -15.1% | -12.3% |
| 3M | -25.8% | +30.5% | -56.3% | -38.4% |
| 6M | -5.8% | +13.3% | -19.2% | -17.9% |
| YTD | +6.6% | -21.0% | +27.6% | +11.3% |
| 1Y | +39.1% | -34.0% | +73.1% | +61.8% |
| 3Y | -73.7% | +33.1% | -106.8% | -82.3% |
| 5Y | -91.3% | +30.3% | -121.6% | -93.8% |
| All | +47.9% | +207.2% | -159.3% | -21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling