-95.1%
PLUG vs GGLL
+184.7%
-279.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.5% | -3.1% | -6.5% |
| 7D | -4.9% | -1.3% | -3.6% | -4.6% |
| 30D | -27.4% | -36.3% | +8.8% | -20.5% |
| 3M | -35.7% | -42.7% | +7.0% | -28.2% |
| 6M | -59.3% | -53.1% | -6.3% | -53.1% |
| YTD | -31.5% | -32.1% | +0.6% | -29.8% |
| 1Y | -48.9% | -20.1% | -28.8% | -50.6% |
| 3Y | -79.6% | +151.7% | -231.3% | -87.4% |
| All | -95.1% | +184.7% | -279.7% | -97.4% |
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