-97.3%
PLUG vs GFS
-25.2%
-72.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.7% | -7.8% | -9.0% |
| 7D | -23.4% | +7.4% | -30.8% | -26.4% |
| 30D | -23.4% | -15.3% | -8.2% | -16.5% |
| 3M | -51.7% | -21.1% | -30.6% | -45.6% |
| 6M | -72.0% | -44.5% | -27.5% | -62.6% |
| YTD | -43.7% | +19.2% | -62.9% | -54.1% |
| 1Y | -55.4% | +27.2% | -82.7% | -65.2% |
| 3Y | -68.0% | -20.1% | -47.9% | -68.4% |
| All | -97.3% | -25.2% | -72.1% | -97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling