-92.1%
PLUG vs GGLL
+328.7%
-420.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.2% | +3.4% |
| 7D | -0.9% | -4.8% | +3.9% | +0.2% |
| 30D | +3.3% | -13.7% | +17.0% | +6.6% |
| 3M | -39.7% | -21.9% | -17.9% | -37.1% |
| 6M | -12.5% | +11.7% | -24.2% | -18.5% |
| YTD | +10.2% | +2.3% | +7.9% | +4.1% |
| 1Y | +50.7% | +76.2% | -25.5% | +19.6% |
| 3Y | -74.5% | +245.0% | -319.5% | -85.0% |
| All | -92.1% | +328.7% | -420.8% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling