+6.9%
PLUG vs GLDM
+248.1%
-241.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.3% |
| 7D | -0.9% | -0.5% | -0.4% | -0.6% |
| 30D | +3.3% | +4.4% | -1.1% | +1.1% |
| 3M | -39.7% | -1.1% | -38.7% | -39.3% |
| 6M | -12.5% | -13.7% | +1.2% | -5.9% |
| YTD | +10.2% | +2.8% | +7.4% | +6.8% |
| 1Y | +50.7% | +24.8% | +25.8% | +31.7% |
| 3Y | -74.5% | +127.8% | -202.3% | -84.6% |
| 5Y | -91.8% | +141.1% | -232.9% | -95.3% |
| All | +6.9% | +248.1% | -241.2% | -31.4% |
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