-98.6%
PLUG vs GFI
+1,813.8%
-1,912.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.0% |
| 7D | -0.9% | +3.1% | -4.0% | -1.3% |
| 30D | +3.3% | +27.1% | -23.8% | +0.3% |
| 3M | -39.7% | +21.2% | -60.9% | -41.2% |
| 6M | -12.5% | -4.5% | -8.0% | -12.7% |
| YTD | +10.2% | +11.7% | -1.6% | +7.5% |
| 1Y | +50.7% | +46.0% | +4.6% | +41.8% |
| 3Y | -74.5% | +309.6% | -384.1% | -79.1% |
| 5Y | -91.8% | +506.0% | -597.8% | -93.7% |
| 10Y | +43.7% | +1,009.2% | -965.5% | -1.9% |
| All | -98.6% | +1,813.8% | -1,912.5% | -99.2% |
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