+94.8%
PLUG vs GLXY
-38.3%
+133.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.2% | -2.8% | +1.0% |
| 7D | +14.5% | -0.5% | +15.1% | +13.2% |
| 30D | -10.7% | -28.6% | +17.9% | -0.2% |
| 3M | -31.2% | -28.1% | -3.1% | -24.5% |
| 6M | -51.9% | -52.0% | +0.1% | -39.8% |
| YTD | -23.9% | -35.1% | +11.2% | -23.2% |
| 1Y | -43.4% | -54.0% | +10.6% | -32.3% |
| All | +94.8% | -38.3% | +133.1% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling