-96.5%
PLUG vs GH
+35.8%
-132.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +8.1% |
| 7D | +5.8% | -15.6% | +21.5% | +13.9% |
| 30D | -18.5% | -10.4% | -8.2% | -14.6% |
| 3M | -30.0% | -4.3% | -25.7% | -29.2% |
| 6M | -56.2% | +63.5% | -119.7% | -65.8% |
| YTD | -26.4% | +47.7% | -74.1% | -41.1% |
| 1Y | -42.2% | +56.7% | -99.0% | -55.3% |
| 3Y | -76.8% | +443.9% | -520.7% | -91.8% |
| All | -96.5% | +35.8% | -132.3% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling