-68.0%
PLUG vs GME
+106.8%
-174.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.9% | -11.4% | -10.7% |
| 7D | -23.4% | +2.9% | -26.4% | -23.9% |
| 30D | -23.4% | -4.8% | -18.7% | -22.7% |
| 3M | -51.7% | +39.2% | -90.9% | -54.8% |
| 6M | -72.0% | +17.1% | -89.0% | -73.0% |
| YTD | -43.7% | +28.7% | -72.4% | -47.0% |
| 1Y | -55.4% | +23.3% | -78.8% | -57.8% |
| 3Y | -68.0% | +112.9% | -180.9% | -81.7% |
| All | -68.0% | +106.8% | -174.8% | -81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling