-94.7%
PLUG vs GGLL
+188.6%
-283.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.4% | +6.0% | +7.1% |
| 7D | +5.8% | +3.1% | +2.7% | +5.2% |
| 30D | -18.5% | -36.3% | +17.8% | -10.7% |
| 3M | -30.0% | -40.4% | +10.4% | -22.5% |
| 6M | -56.2% | -54.6% | -1.6% | -49.0% |
| YTD | -26.4% | -31.1% | +4.7% | -24.8% |
| 1Y | -42.2% | -19.2% | -23.0% | -44.3% |
| 3Y | -76.8% | +151.5% | -228.4% | -85.7% |
| All | -94.7% | +188.6% | -283.3% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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