-42.2%
PLUG vs GLDM
+1.8%
-44.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +7.8% |
| 7D | +5.8% | +4.7% | +1.2% | +3.0% |
| 30D | -18.5% | -0.9% | -17.7% | -18.2% |
| 3M | -30.0% | -4.3% | -25.6% | -28.0% |
| 6M | -56.2% | -13.4% | -42.8% | -53.3% |
| YTD | -26.4% | -5.8% | -20.6% | -32.0% |
| 1Y | -42.2% | +2.1% | -44.3% | -54.0% |
| All | -42.2% | +1.8% | -44.0% | -54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling