-22.5%
PLUG vs GH
+443.7%
-466.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +8.1% |
| 7D | +5.8% | -15.6% | +21.5% | +13.4% |
| 30D | -18.5% | -10.4% | -8.2% | -14.8% |
| 3M | -30.0% | -4.3% | -25.7% | -29.2% |
| 6M | -56.2% | +63.5% | -119.7% | -65.2% |
| YTD | -26.4% | +47.7% | -74.1% | -40.2% |
| 1Y | -42.2% | +56.7% | -99.0% | -54.5% |
| 3Y | -76.8% | +443.9% | -520.7% | -90.9% |
| 5Y | -96.2% | +36.9% | -133.1% | -97.6% |
| All | -22.5% | +443.7% | -466.1% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling