-48.9%
PLUG vs GLDM
+2.8%
-51.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -34.2% |
| 6M | -59.3% | -10.1% | -49.3% | -57.2% |
| YTD | -31.5% | -5.0% | -26.4% | -37.4% |
| 1Y | -48.9% | +2.8% | -51.6% | -59.9% |
| All | -48.9% | +2.8% | -51.7% | -59.9% |
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 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