-28.1%
PLUG vs GLDM
+219.0%
-247.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.1% | +1.5% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | -22.8% | -1.9% | -20.9% | -21.9% |
| 3M | -32.4% | -0.4% | -32.0% | -32.1% |
| 6M | -53.4% | -10.1% | -43.3% | -50.5% |
| YTD | -25.9% | -5.8% | -20.0% | -24.6% |
| 1Y | -42.1% | +3.1% | -45.2% | -43.9% |
| 3Y | -77.9% | +103.4% | -181.3% | -85.9% |
| 5Y | -96.4% | +125.5% | -221.9% | -97.8% |
| All | -28.1% | +219.0% | -247.0% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling