-34.0%
PLUG vs GH
+458.1%
-492.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.1% | -9.2% | -9.2% |
| 7D | -8.5% | +0.9% | -9.5% | -8.9% |
| 30D | -20.8% | -4.5% | -16.4% | -19.3% |
| 3M | -46.1% | -6.2% | -39.9% | -45.0% |
| 6M | -65.3% | +55.0% | -120.3% | -71.8% |
| YTD | -37.3% | +51.6% | -88.9% | -49.6% |
| 1Y | -54.8% | +58.3% | -113.0% | -64.5% |
| 3Y | -65.0% | +617.6% | -682.6% | -87.9% |
| 5Y | -97.1% | +49.2% | -146.3% | -98.2% |
| All | -34.0% | +458.1% | -492.0% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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