-28.6%
PLUG vs GLDM
+219.1%
-247.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +7.8% |
| 7D | +5.8% | +4.7% | +1.2% | +3.1% |
| 30D | -18.5% | -0.9% | -17.7% | -18.2% |
| 3M | -30.0% | -4.3% | -25.6% | -28.1% |
| 6M | -56.2% | -13.4% | -42.8% | -52.7% |
| YTD | -26.4% | -5.8% | -20.6% | -25.2% |
| 1Y | -42.2% | +2.1% | -44.3% | -43.9% |
| 3Y | -76.8% | +105.0% | -181.9% | -85.2% |
| 5Y | -96.2% | +122.5% | -218.7% | -97.7% |
| All | -28.6% | +219.1% | -247.7% | -51.9% |
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