+43.7%
PLUG vs GPC
+80.7%
-37.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.2% |
| 7D | -0.9% | +1.2% | -2.1% | -1.6% |
| 30D | +3.3% | +6.0% | -2.6% | -0.2% |
| 3M | -39.7% | +42.6% | -82.3% | -52.9% |
| 6M | -12.5% | +22.8% | -35.3% | -25.5% |
| YTD | +10.2% | +15.5% | -5.3% | -4.3% |
| 1Y | +50.7% | +2.0% | +48.6% | +42.2% |
| 3Y | -74.5% | -1.4% | -73.1% | -76.3% |
| 5Y | -91.8% | +30.6% | -122.4% | -93.5% |
| All | +43.7% | +80.7% | -37.0% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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