-42.1%
PLUG vs GFI
+6.9%
-49.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.3% | -2.8% | +2.1% |
| 7D | +2.8% | +1.4% | +1.4% | +2.4% |
| 30D | -22.8% | +3.0% | -25.7% | -23.4% |
| 3M | -32.4% | +10.2% | -42.6% | -33.4% |
| 6M | -53.4% | -10.1% | -43.3% | -52.7% |
| YTD | -25.9% | -11.4% | -14.5% | -28.1% |
| 1Y | -42.1% | +8.4% | -50.5% | -46.9% |
| All | -42.1% | +6.9% | -49.0% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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