-68.0%
PLUG vs GH
+584.3%
-652.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.0% | -8.4% | -9.9% |
| 7D | -23.4% | +0.6% | -24.0% | -23.5% |
| 30D | -23.4% | -6.9% | -16.5% | -21.6% |
| 3M | -51.7% | -4.9% | -46.8% | -51.1% |
| 6M | -72.0% | +54.1% | -126.0% | -75.6% |
| YTD | -43.7% | +48.5% | -92.2% | -51.1% |
| 1Y | -55.4% | +61.2% | -116.6% | -62.5% |
| 3Y | -68.0% | +570.3% | -638.4% | -85.7% |
| All | -68.0% | +584.3% | -652.3% | -85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling