-12.7%
PLUG vs GDDY
+364.4%
-377.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -8.3% | +12.5% | +7.5% |
| 7D | +8.1% | -7.6% | +15.8% | +11.2% |
| 30D | +3.7% | +2.0% | +1.7% | +1.7% |
| 3M | -29.2% | +15.1% | -44.2% | -36.2% |
| 6M | +6.1% | -1.1% | +7.2% | +0.3% |
| YTD | +14.7% | -25.1% | +39.9% | +21.7% |
| 1Y | +56.9% | -37.3% | +94.2% | +81.8% |
| 3Y | -71.6% | +24.5% | -96.1% | -78.5% |
| 5Y | -91.0% | +23.5% | -114.6% | -92.9% |
| 10Y | +55.9% | +185.0% | -129.1% | -2.4% |
| All | -12.7% | +364.4% | -377.1% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling