-91.3%
PLUG vs GDDY
+27.3%
-118.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.0% | -5.7% | -3.9% |
| 7D | 0.0% | -7.0% | +7.0% | +2.4% |
| 30D | -5.0% | +6.2% | -11.2% | -8.3% |
| 3M | -26.2% | +20.0% | -46.3% | -35.4% |
| 6M | -0.5% | +6.8% | -7.3% | -9.6% |
| YTD | +7.1% | -22.3% | +29.4% | +16.2% |
| 1Y | +46.5% | -33.5% | +80.1% | +76.8% |
| 3Y | -73.5% | +29.2% | -102.7% | -85.6% |
| 5Y | -91.3% | +28.1% | -119.3% | -94.5% |
| All | -91.3% | +27.3% | -118.6% | -94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling