-91.4%
PLUG vs GFI
+512.6%
-604.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.6% | -3.9% |
| 7D | +3.8% | +4.7% | -0.9% | +2.6% |
| 30D | +2.8% | +14.4% | -11.6% | -0.5% |
| 3M | -25.4% | +32.5% | -57.9% | -30.7% |
| 6M | -0.5% | -7.2% | +6.7% | -0.5% |
| YTD | +10.2% | +10.9% | -0.7% | +4.3% |
| 1Y | +53.9% | +35.5% | +18.4% | +36.7% |
| 3Y | -72.7% | +312.1% | -384.9% | -83.1% |
| 5Y | -91.4% | +524.6% | -616.0% | -95.8% |
| All | -91.4% | +512.6% | -604.0% | -95.8% |
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