-17.9%
PLUG vs GFI
+1,289.3%
-1,307.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.7% | -4.1% | -8.0% |
| 7D | -8.1% | -5.4% | -2.7% | -7.1% |
| 30D | -20.5% | -1.5% | -19.0% | -20.3% |
| 3M | -45.9% | -10.2% | -35.7% | -44.9% |
| 6M | -65.2% | -19.3% | -45.9% | -64.1% |
| YTD | -37.1% | -13.7% | -23.3% | -36.5% |
| 1Y | -54.6% | -12.1% | -42.4% | -54.4% |
| 3Y | -64.9% | +208.4% | -273.2% | -71.8% |
| 5Y | -97.1% | +301.4% | -398.6% | -97.8% |
| All | -17.9% | +1,289.3% | -1,307.2% | -39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling