-96.4%
PLUG vs GLDM
+125.5%
-221.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.1% | +1.3% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | -22.8% | -1.9% | -20.9% | -21.8% |
| 3M | -32.4% | -0.4% | -32.0% | -32.1% |
| 6M | -53.4% | -10.1% | -43.3% | -50.2% |
| YTD | -25.9% | -5.8% | -20.0% | -25.3% |
| 1Y | -42.1% | +3.1% | -45.2% | -45.1% |
| 3Y | -77.9% | +103.4% | -181.3% | -88.4% |
| 5Y | -96.4% | +125.5% | -221.9% | -98.3% |
| All | -96.4% | +125.5% | -221.9% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling