+47.9%
PLUG vs GME
+285.6%
-237.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -1.0% |
| 7D | -3.2% | +10.4% | -13.6% | -4.6% |
| 30D | -8.3% | +14.1% | -22.4% | -10.0% |
| 3M | -25.8% | -4.6% | -21.2% | -25.5% |
| 6M | -5.8% | -13.5% | +7.7% | -4.5% |
| YTD | +6.6% | +5.3% | +1.3% | +5.0% |
| 1Y | +39.1% | -14.9% | +54.0% | +40.8% |
| 3Y | -73.7% | +24.3% | -98.0% | -77.5% |
| 5Y | -91.3% | -55.6% | -35.7% | -92.0% |
| All | +47.9% | +285.6% | -237.7% | -33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling