-91.9%
PLUG vs GLDM
+143.3%
-235.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.8% |
| 3M | -39.7% | -1.1% | -38.7% | -39.2% |
| 6M | -12.5% | -13.7% | +1.2% | -4.8% |
| YTD | +10.2% | +2.8% | +7.4% | +5.0% |
| 1Y | +50.7% | +24.8% | +25.8% | +26.0% |
| 3Y | -74.5% | +127.8% | -202.3% | -87.7% |
| All | -91.9% | +143.3% | -235.2% | -96.6% |
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