-73.6%
PLUG vs GDDY
+28.5%
-102.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.0% | -5.7% | -2.8% |
| 7D | 0.0% | -7.0% | +7.0% | +0.1% |
| 30D | -5.0% | +6.2% | -11.2% | -5.2% |
| 3M | -26.2% | +20.0% | -46.3% | -27.6% |
| 6M | -0.5% | +6.8% | -7.3% | -1.5% |
| YTD | +7.1% | -22.3% | +29.4% | +12.5% |
| 1Y | +46.5% | -33.5% | +80.1% | +59.0% |
| All | -73.6% | +28.5% | -102.1% | -82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling