+20.9%
PLUG vs GH
+480.1%
-459.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.4% | +4.3% |
| 7D | +8.1% | -2.1% | +10.2% | +9.1% |
| 30D | +3.7% | -4.5% | +8.1% | +5.3% |
| 3M | -29.2% | +28.9% | -58.1% | -37.2% |
| 6M | +6.1% | +76.5% | -70.4% | -19.2% |
| YTD | +14.7% | +57.6% | -42.9% | -8.8% |
| 1Y | +56.9% | +167.5% | -110.6% | -4.5% |
| 3Y | -71.6% | +377.4% | -449.0% | -88.1% |
| 5Y | -91.0% | +23.8% | -114.9% | -94.1% |
| All | +20.9% | +480.1% | -459.3% | -46.4% |
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