-42.1%
PLUG vs GME
+15.0%
-57.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | 0.0% | +3.3% |
| 7D | +2.8% | +7.8% | -4.9% | +2.3% |
| 30D | -22.8% | -0.4% | -22.4% | -22.5% |
| 3M | -32.4% | +30.9% | -63.3% | -33.6% |
| 6M | -53.4% | +5.5% | -58.8% | -52.9% |
| YTD | -25.9% | +25.2% | -51.1% | -32.6% |
| 1Y | -42.1% | +14.4% | -56.4% | -47.5% |
| All | -42.1% | +15.0% | -57.0% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling