-99.2%
PLUG vs GFI
+1,377.5%
-1,476.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.7% | -4.1% | -8.2% |
| 7D | -8.1% | -5.4% | -2.7% | -7.4% |
| 30D | -20.5% | -1.5% | -19.0% | -20.3% |
| 3M | -45.9% | -10.2% | -35.7% | -45.1% |
| 6M | -65.2% | -19.3% | -45.9% | -64.4% |
| YTD | -37.1% | -13.7% | -23.3% | -36.6% |
| 1Y | -54.6% | -12.1% | -42.4% | -54.4% |
| 3Y | -64.9% | +208.4% | -273.2% | -70.2% |
| 5Y | -97.1% | +301.4% | -398.6% | -97.7% |
| 10Y | -15.6% | +1,285.2% | -1,300.8% | -43.2% |
| All | -99.2% | +1,377.5% | -1,476.7% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling