-97.3%
PLUG vs GFI
+300.1%
-397.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.1% | -10.4% | -10.5% |
| 7D | -23.4% | -8.7% | -14.7% | -21.6% |
| 30D | -23.4% | +0.6% | -24.0% | -23.5% |
| 3M | -51.7% | -7.5% | -44.3% | -50.8% |
| 6M | -72.0% | -18.3% | -53.6% | -70.8% |
| YTD | -43.7% | -13.8% | -29.9% | -43.3% |
| 1Y | -55.4% | -8.8% | -46.6% | -55.9% |
| 3Y | -68.0% | +215.8% | -283.9% | -78.7% |
| All | -97.3% | +300.1% | -397.4% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling