-54.6%
PLUG vs GFS
+15.5%
-70.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.5% | -8.3% | -8.6% |
| 7D | -8.1% | +17.2% | -25.4% | -14.0% |
| 30D | -20.5% | -8.7% | -11.8% | -18.1% |
| 3M | -45.9% | -19.7% | -26.2% | -41.5% |
| 6M | -65.2% | -40.7% | -24.5% | -58.9% |
| YTD | -37.1% | +22.5% | -59.6% | -46.5% |
| 1Y | -54.6% | +25.2% | -79.8% | -63.2% |
| All | -54.6% | +15.5% | -70.0% | -63.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling