-19.8%
PLUG vs GH
+472.2%
-492.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.2% | -1.8% | +1.3% |
| 7D | +14.5% | -7.0% | +21.5% | +17.9% |
| 30D | -10.7% | -5.2% | -5.5% | -8.7% |
| 3M | -31.2% | -5.8% | -25.4% | -30.0% |
| 6M | -51.9% | +65.9% | -117.8% | -62.0% |
| YTD | -23.9% | +55.5% | -79.3% | -39.4% |
| 1Y | -43.4% | +64.2% | -107.6% | -56.3% |
| 3Y | -74.7% | +606.0% | -680.8% | -91.1% |
| 5Y | -96.3% | +47.3% | -143.6% | -97.7% |
| All | -19.8% | +472.2% | -492.0% | -64.4% |
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