-96.5%
PLUG vs GME
-52.7%
-43.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.9% | +3.5% | +6.3% |
| 7D | +5.8% | +3.7% | +2.2% | +4.9% |
| 30D | -18.5% | +2.2% | -20.7% | -19.1% |
| 3M | -30.0% | +30.6% | -60.6% | -35.3% |
| 6M | -56.2% | -0.2% | -56.0% | -56.7% |
| YTD | -26.4% | +25.1% | -51.5% | -32.4% |
| 1Y | -42.2% | +17.7% | -59.9% | -46.1% |
| 3Y | -76.8% | +85.7% | -162.5% | -88.3% |
| All | -96.5% | -52.7% | -43.7% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling