-74.6%
PLUG vs GLDM
+128.8%
-203.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.4% |
| 7D | -0.9% | -0.5% | -0.4% | -0.6% |
| 30D | +3.3% | +4.4% | -1.1% | +0.9% |
| 3M | -39.7% | -1.1% | -38.7% | -39.3% |
| 6M | -12.5% | -13.7% | +1.2% | -5.1% |
| YTD | +10.2% | +2.8% | +7.4% | +4.3% |
| 1Y | +50.7% | +24.8% | +25.8% | +25.2% |
| All | -74.6% | +128.8% | -203.4% | -91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling