-97.8%
PLUG vs GME
+1,082.6%
-1,180.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | -0.9% | +7.2% | -8.1% | -2.1% |
| 30D | +3.3% | +0.8% | +2.5% | +3.2% |
| 3M | -39.7% | -14.0% | -25.8% | -38.3% |
| 6M | -12.5% | -19.7% | +7.2% | -9.9% |
| YTD | +10.2% | -4.6% | +14.7% | +10.0% |
| 1Y | +50.7% | -14.3% | +65.0% | +52.8% |
| 3Y | -74.5% | +4.0% | -78.5% | -78.4% |
| 5Y | -91.8% | -62.2% | -29.6% | -92.2% |
| 10Y | +43.7% | +241.4% | -197.7% | -57.5% |
| All | -97.8% | +1,082.6% | -1,180.4% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling