-96.3%
PLUG vs GFS
-13.3%
-83.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.3% | -8.9% | -8.8% |
| 7D | -2.8% | -5.3% | +2.5% | -0.2% |
| 30D | -18.5% | -15.8% | -2.7% | -11.2% |
| 3M | -35.1% | -18.6% | -16.4% | -28.3% |
| 6M | -56.1% | -45.0% | -11.1% | -41.4% |
| YTD | -30.5% | +16.8% | -47.2% | -42.2% |
| 1Y | -46.5% | +17.8% | -64.3% | -55.8% |
| 3Y | -61.2% | -21.5% | -39.7% | -61.1% |
| 5Y | -96.6% | -29.3% | -67.2% | -96.4% |
| All | -96.3% | -13.3% | -83.1% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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