-33.5%
PLUG vs GLDM
+221.7%
-255.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.8% | -8.4% | -8.0% |
| 7D | -4.9% | +1.9% | -6.8% | -6.0% |
| 30D | -27.4% | -1.7% | -25.7% | -26.7% |
| 3M | -35.7% | -3.5% | -32.2% | -34.3% |
| 6M | -59.3% | -10.1% | -49.3% | -56.9% |
| YTD | -31.5% | -5.0% | -26.4% | -30.6% |
| 1Y | -48.9% | +2.8% | -51.6% | -50.5% |
| 3Y | -79.6% | +105.1% | -184.7% | -87.0% |
| 5Y | -96.5% | +124.3% | -220.8% | -97.9% |
| All | -33.5% | +221.7% | -255.2% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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